THE EFFECT OF UNCERTAINTY RATE OF MACRO–ECONOMIC VARIABLES (INFLATION AND EXCHANGE RATE) ON CREDIT RISK LEGAL ENTITIES OF TEJARAT BANK

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

MIRZAEI HOSEIN; FALIHI NEMAT; MASHHADIAN MALEKI MOHAMMADREZA

Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Financial Economics Year:2012 | Volume:6 | Issue:18 Page(s): 113-137

Download Full-Text

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Verion

View:

2,159

Download:

Cites:

Information Journal Paper

Title

THE EFFECT OF UNCERTAINTY RATE OF MACRO–ECONOMIC VARIABLES (INFLATION AND EXCHANGE RATE) ON CREDIT RISK LEGAL ENTITIES OF TEJARAT BANK

Author(s)

MIRZAEI HOSEIN | FALIHI NEMAT | MASHHADIAN MALEKI MOHAMMADREZA | Issue Writer Certificate

Keywords

COMPETITIVENESSQ2

INSTITUTIONSQ2

SOCIAL CAPITALQ2

PRODUCTIVITY OF LABORQ2

Abstract

Basically any economic activity is associated with the degree of risk. Profitability or survival of an economic entity depends on several factors some of them are inside, some are outside the control of the firm. This study tries to find the effect of uncertainty on macro economic variables (inflation and exchange rates) on cred it risk of tejarat bank legal customers. For this purpose, the effect of they, in the years 1384to1390 were examined. for proof no Autocorrelation between there residues for the model is used test Free GadBryvsh The test (ARCH)is used to prove the existence of non-homogeneous conditional variance. And The test (EGARCH-ARIMA) to measure the real exchange rate and inflation uncertainty is used. Finally, the model is estimated by generalized pattern of moments (GMM), the result was that the Effects of inflation and exchange rate uncertainty on tejarat credit risk is positive and significant.

Cites

No record.

References

Cite

APA: Copy

MIRZAEI, HOSEIN, FALIHI, NEMAT, & MASHHADIAN MALEKI, MOHAMMADREZA. (2012). THE EFFECT OF UNCERTAINTY RATE OF MACRO–ECONOMIC VARIABLES (INFLATION AND EXCHANGE RATE) ON CREDIT RISK LEGAL ENTITIES OF TEJARAT BANK. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 6(18), 113-137. SID. https://sid.ir/paper/229232/en

Vancouver: Copy

MIRZAEI HOSEIN, FALIHI NEMAT, MASHHADIAN MALEKI MOHAMMADREZA. THE EFFECT OF UNCERTAINTY RATE OF MACRO–ECONOMIC VARIABLES (INFLATION AND EXCHANGE RATE) ON CREDIT RISK LEGAL ENTITIES OF TEJARAT BANK. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2012;6(18):113-137. Available from: https://sid.ir/paper/229232/en

IEEE: Copy

HOSEIN MIRZAEI, NEMAT FALIHI, and MOHAMMADREZA MASHHADIAN MALEKI, “THE EFFECT OF UNCERTAINTY RATE OF MACRO–ECONOMIC VARIABLES (INFLATION AND EXCHANGE RATE) ON CREDIT RISK LEGAL ENTITIES OF TEJARAT BANK,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 6, no. 18, pp. 113–137, 2012, [Online]. Available: https://sid.ir/paper/229232/en

Related Journal Papers