Explaining the Systemic Risk Model Using the Marginal Expected Shortfall Approach (MES) for the Banks Listed on the Tehran Stock Exchange

Asayesh, Kourosh; Fallahshams, Mirfeiz; Jahangirnia, Hossein; Jamkarani, Reza Gholami

doi:10.52547/jpbud.25.2.115

JPBUD

2020

DOI: 10.52547/jpbud.25.2.115

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Explaining the Systemic Risk Model Using the Marginal Expected Shortfall Approach (MES) for the Banks Listed on the Tehran Stock Exchange

Kourosh Asayesh

Mirfeiz Fallahshams

Hossein Jahangirnia

et al.

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Expected Shortfall in Tehran Stock Exchange (Dynamic Semi-Parametric Approach)

Khodam¹,

Nasab²,

Samimi³

2021

jemr

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‫ﻓﺼﻠﻨﺎﻣﻪ‬ ‫ﻋﻠﻤﯽ‬ ‫ﻣﺪل‬ ‫ﺗﺤﻘﯿﻘﺎت‬ ‫اﻗﺘﺼﺎدي‬ ‫ﺳﺎزي‬ ‫ﺷﻤﺎره‬ / 44 ‫ﺗﺎﺑﺴﺘﺎن‬ ، 1400 * ‫ﻓﺼﻠﻨﺎﻣﻪ‬ ‫ﻋﻠﻤﯽ‬ ‫ﻣﺪل‬ ‫ﺗﺤﻘﯿﻘﺎت‬ ‫اﻗﺘﺼﺎدي‬ ‫ﺳﺎزي‬ ‫ﺷﻤﺎره‬ / 44 ‫ﺗﺎﺑﺴﺘﺎن‬ ، 1400 * ‫ﻓﺼﻠﻨﺎﻣﻪ‬ ‫ﻋﻠﻤﯽ‬ ‫ﻣﺪل‬ ‫ﺗﺤﻘﯿﻘﺎت‬ ‫اﻗﺘﺼﺎدي‬ ‫ﺳﺎزي‬ ‫ﺷﻤﺎره‬ / 44 ‫ﺗﺎﺑﺴﺘﺎن‬ ، 1400 * ‫ﻓﺼﻠﻨﺎﻣﻪ‬ ‫ﻋﻠﻤﯽ‬ ‫ﻣﺪل‬ ‫ﺗﺤﻘﯿﻘﺎت‬ ‫اﻗﺘﺼﺎدي‬ ‫ﺳﺎزي‬ ‫ﺷﻤﺎره‬ / 44 ‫ﺗﺎﺑﺴﺘﺎن‬ ، 1400

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Expected Shortfall in Tehran Stock Exchange (Dynamic Semi-Parametric Approach)

Khodam¹,

Nasab²,

Samimi³

2021

jemr

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Behavioural Bias of Legal Clients of Stock Exchange Investors in the Banking Industry

Rohi Moghadam,

Abbasi,

Kashanipour

et al. 2023

JPBUD

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Explaining the Systemic Risk Model Using the Marginal Expected Shortfall Approach (MES) for the Banks Listed on the Tehran Stock Exchange

Cited by 2 publications

References 0 publications

Expected Shortfall in Tehran Stock Exchange (Dynamic Semi-Parametric Approach)

Expected Shortfall in Tehran Stock Exchange (Dynamic Semi-Parametric Approach)

Behavioural Bias of Legal Clients of Stock Exchange Investors in the Banking Industry

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