مدل‌‌سازی ارتباط مابین بحران‌‌های سه‌‏قلو و کسری بودجه: (بررسی اثرهای مقیاس ـ زمان): رویکرود (TVPFAVAR ‌و TVP-Quantile VAR)

References

Abbasi, E., Mohammadi Moghadam, F. & Ghalibaf Asl, H. (2003). The relationship between financial leverage and financial performance with emphasis on financial distress and currency crisis in Tehran Stock Exchange. Financial Research, 26(4), 880-903. doi: 10.22059/frj.2023.366503.1007521. (in Persian)

Andreou, P., Karasamani, I., Louca,Ch. & Ehrlich, D. (2018). The impact of managerial ability on crisis-period corporate investment. Journal of Business Research, 79, 107-122.

Babecký, J., Havránek, T., Matějů, J., Rusnák, M., Šmídková, K., & Vašíček, B. (2014). Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators. Journal of Financial Stability, 15, 1-17.

Bagherpur Oskouie, E. & Shakeri, A. (2024). Analysis of the relationship between inflation and the government budget deficit in Iran's economy: a wavelet coherence approach. Development of humanities, 4(8), 27-44. doi: 10.22047/hsd.2024.433334.1007 (in Persian)

Bordo, M. D., & Meissner, C. M. (2006). The role of foreign currency debt in financial crises: 1880–1913 versus 1972–1997. Journal of Banking & Finance, 30(12), 3299-3329.

Dreher, A., Herz, B., & Karb, V. (2006). Is there a causal link between currency and debt crises? International Journal of Finance & Economics, 11(4), 305-325.

Eijffinger, S. C., & Karataş, B. (2020). Together or apart? The relationship between currency and banking crises. Journal of Banking & Finance, 119, 105631.

Gennaioli, N., Martin, A., & Rossi, S. (2014). Sovereign default, domestic banks, and financial institutions. The Journal of Finance, 69(2), 819-866.

Herz, B., & Tong, H. (2008). Debt and Currency Crises—Complements or Substitutes?. Review of International Economics, 16(5), 955-970.

Koop, G., & Korobilis, D. (2023). Bayesian dynamic variable selection in high dimensions. International Economic Review, 64(3), 1047-1074.

Lee, H., Tang, C., Yang, S. A. & Zhang, Y. (2023). Dynamic trade finance in the presence of information frictions and fintech. Manufacturing & Service Operations Management, 25(6), 2038-2055.

Lee, P. L., Lye, C. T. & Lee, C. (2022). Is bank risk appetite relevant to bank default in times of Covid-19? Central Bank Review, 22(3), 109-117.

Metin, K. (1998). The relationship between inflation and the budget deficit in Turkey. Journal of Business & Economic Statistics, 16(4), 412-422.

Mohammadi Aghdam, S., Ghavam, M.H. & Fallah Shams, M. (2017). Measuring Systemic Risk from Currency Shocks in Iranian Financial Markets. Financial Research, 19(3), 475-504, doi: 10.22059/jfr.2018.246456.1006557. (in Persian)

Reinhart, C. M., Rogoff, K. S., & Savastano, M. (2003). Debt intolerance. Brookings Papers on Economic Activity, 34(1), 1-74.

Roudari, S., Homayonifar, M. & Salimifar, M. (2019). Investigating the correlation between exchange rate fluctuations, government current expenditure fluctuations and government debt to the banking network with an emphasis on time-scale. Financial Monetary Economy, 27(19), 1-28. doi: 10.22067/pm.v27i19.82009 (in Persian)

Sheikhli, S., Nasiri Aqhdam, A., Amadeh, H. & Doroodian, H. (2023). Modelling of Banking Crisis Forecasting in Iran by BMA. Applied Theories of Economics, 9(4), 1-36. doi: 10.22034/ecoj.2022.53817.3125 (in Persian)

Soleimani Amiri, Gh. (2003). Financial ratios and prediction of financial crisis of companies in Tehran Stock Exchange. Financial Research, 5 (15), 121-136. (in Persian)

Talebnia, Gh., Malekpour, S., Vakilifard, H. & Ranjbar, M.H. (2023). Identify and examine the process of impact of the most important variables affecting the banking crisis over time. Journal of Investment Knowledge, 12(47), 379-410. (in Persian)

Tehrani, R., Seraj, M., Forosh Bastani, A. & Fallahpour, S. (2019). Assessing the Impact of Systemic Risk in the Banking Sector on the Performance of the Iranian Macroeconomy. Financial Research, 22(3), 297-319. doi: 10.22059/frj.2019.276790.1006830 (in Persian)

Tiwari, R., Vidyarthi, H. & Kumar, A. (2023). Nexus between intellectual capital and bank productivity in India. Journal of Risk and Financial Management, 16(1), 54.