Journal of Money and Economy

2009 - 2021

From Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran
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Volume 16, issue 4, 2021

Bank Liquidity and Bank Performance: Looking for a Nonlinear Nexus pp. 417-446

Eldar Sedaghat Parast , Siavash Golzarian Pour and Vahid Hajizadeh

Relationship between Corporate Governance and Risk Management pp. 447-476

Azam Ahmadyan and Mehdi Ghasemi Ali Abadi

Investigating the Effects of Monetary and Financial Shocks on the Key Macroeconomic Variables, Focusing on the Intermediary Role of Banks Using DSGE Models pp. 477-500

Sedigheh Soltani , Nemat Falihi , Azadeh Mehrabiyan and Hossein Amiri

E-Banking Progress Index (E-BPI) pp. 501-532

Seyed Shamsedin Hosseini and Esmaeel Hafezi

Explaining Heterogeneity in Risk Preferences Using a Finite Mixture Model pp. 533-554

Narges Hajimoladarvish

A Study on the Contribution of Foreign Direct Investment to Economic Growth in Afghanistan pp. 555-568

Ahmad Kanishka Zohor , Ebadullah Ebad and Nabila Rashid

Volume 16, issue 3, 2021

An Analysis about the Long Term Impact of Banks Securitization on Economic Growth pp. 283-304

Neda Jamshidi, Mohammad Vaez Barzani and Mahdi Toghyani

Investigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach pp. 305-322

Ebrahim Eltejaei and Jalal Montazeri Shoorekchali

Can Securitization Enhance Financial Stability? (Case of the I.R. of Iran) pp. 323-347

Mohammad Valipour Pasha , Rasool Khansari and Azam Ahmadian

Pathology of Business Model of Iranian Commercial Banks pp. 348-376

Mehdi Haghighi Kaffash , Abbas Moradpoor , Shahram Khalilnezhad and Masoud Keimasi

Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach pp. 377-398

Aghil Ariannejad and Reza Tehrani

The Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange) pp. 399-416

Saeed Dehghan Khavari , Seyed Hossein Mirjalili and Maryam Iraji

Volume 16, issue 2, 2021

The Impact of Macroeconomic and Banking Variables on Non-Performing Loans in Oil Cycles: Evidence from Iran pp. 135-164

Farhad Rahbar and Mohsen Behzadi Soufiani

Estimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange pp. 165-186

Hossein Amiri , Mahmood Najafi Nejad and Seyede Mohadese Mousavi

Global Economic Policy Uncertainty (GEPU) and Non-Performing Loans (NPL) in Iran's Banking System: Dynamic Correlation using the DCC-GARCH Approach pp. 187-212

Mohammad Hashem Botshekan , Amir Takaloo , Reza H. soureh and Mohammad Sadegh Abdollahi Poor

Output Loss from Sudden Stop of FDI and the Role of Macroeconomic Policies pp. 213-236

Mahdi Yazdani and Elmira Daryani

The Impact of Shadow Banking on the Financial Stability: Evidence from G20 Countries pp. 237-252

Mehran Zarei , Marziyeh Esfandiari and Seyed Hossein Mirjalili

Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process pp. 253-282

Mohammad Feghhi Kashani and Ahmadreza Mohebimajd

Volume 16, issue 1, 2021

Identifying the Suspected Cases of Money Laundering in Banking Using Multiple Attribute Decision Making (MADM) pp. 1-20

Azam Parsaee Tabar , Neda Abdolvand and Saeedeh Rajaee Harandi

Investigation of Factors Affecting Banking Leverage in Selected Iranian Banks (Random-Coefficients Approach) pp. 21-42

Alireza Ahadifar , Zahra Karimi Takanlo , Reza Ranjpour and Jafar Haghighat

Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market pp. 43-70

Reza Tehrani and Vahid Veisizadeh

Investigating the Effect of Structural Changes and Trade Liberalization on Total Factor Productivity in Iran (1991-2018) pp. 71-92

Yasaman Hokmollahi , Ali Taiebnia and Ali Souri

Stress Testing of Credit Risk in Iran’s Banking System pp. 93-114

Mahboobeh Sanatkhani and Fatemeh Bazzazan

A Stepwise Model of Customer Experience Management for Iranian ICT Sector pp. 115-134

Fatemeh Saeedi, Abolfazl Danaei and Seyyed Mohammad Zargar

Volume 15, issue 4, 2020

The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model pp. 357-379

Nafiseh Keshtgar, Mosayeb Pahlavani and Seyed Hossein Mirjalili

Accruals Quality and Bankruptcy in Shirata Model (Case Study: Tehran Stock Exchange) pp. 381-402

Oveis Bagheri and Mona Ranjbaran Jalili

Macroeconomic Effects of Government Debt to Banks in Iran pp. 403-422

Soheil Roudari and Yunes Salmani

Proposing an Innovative Model Based on the Sierpinski Triangle for Forecasting EUR/USD Direction Changes pp. 423-444

Fatemeh Rahimi and Seyed Alireza Mousavian Anaraki

Insurer Optimal Asset Allocation in a Small and Closed Economy: The Case of Iran’s Social Security Organization pp. 445-461

Elaheh Esfandi, Mir Hossein Mousavi, Rassam Moshrefi and Babak Farhang-Moghaddam

Modeling of Real Estate Income Tax: System Dynamics Approach pp. 463-487

Manochehr Hazrati, Alireza Bafandeh Zendeh and Samad Aali

Volume 15, issue 3, 2020

Forecasting Stock Price Movements Based on Opinion Mining and Sentiment Analysis: An Application of Support Vector Machine and Twitter Data pp. 235-251

Babak Sohrabi, Ahmad Khalili Jafarabad and Ardalan Hadizadeh

The Effectiveness of Regulatory Policies in Curbing the Housing Price in Iran pp. 253-271

Zahra Afshari and Zahra Salimi

The Effect of Iranian Banks\' Merger on Financing pp. 273-294

Azam Ahmadyan

Estimating Electric Power's Equivalent Scale for the Urban Iranian Household pp. 295-312

Aliasghar Salem, Ali Fridzad and Mitra Amini

Analyzing the Causal Relationships between Economic Growth, Income Inequality, and Transmission Channels: New Empirical Evidences from Iran pp. 313-342

Mehdi Hajamini

Volatility Spillover of the Exchange Rate and the Global Economy on Iran Stock Market pp. 343-356

Ahmad Gholami and Ehsan Salimi Soderjani

Volume 15, issue 2, 2020

Optimal Portfolio Allocation with Price Limit Constraint pp. 123-134

Gholamreza Keshavarz Haddad and Hadi Heidari

Using Satisficing Game Theory for Performance Evaluation of Banks’ Branches (Case Study in the Mellat Bank) pp. 135-150

Atefeh Kahfi, Ramin Sadeghian and Nasim Darabi

The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling pp. 151-180

Simin Akbari Dehbaghi, Seyed Aziz Arman and Majid Ahangari

Does One Size Fit All? The Impact of Liquidity Requirements on Bank\'s Insolvency: Evidence from Iranian Listed Banks pp. 181-197

Vahideh Sotoudeh Mollashahi, Mohammad Talebi, Mohammad Ali Rastegar and Ramin Mojab

Regulating Iranian Card payments System as a Two-Sided Market pp. 199-220

Hossein Aghaei, Reza Talebloo and Farhad Khodada Kashi

Analyzing the Impact of Fiscal Policy (Income Tax) on Income Distribution in Iran by Autoregressive Distributed Lag (ARDL) Approach pp. 221-234

Hassan Mollaesmaeili Dehshiri, Jamshid Pajouyan, Shamseddin Hosseini and Farhad Ghaffari

Volume 15, issue 1, 2020

The Effects of Asset Securitization on Banks' Performances (Case Study: Bank Saderat Iran 2005-2015) pp. 1-24

Asrar Pazhouhi , Hossein Marzban , Zahra Dehghan Shabani and Javad Moradi

Analyzing the Impact of Leverage Rate on Export Survival: The Case of Iranian Firms pp. 25-34

Zahra Mojdeh , Amir Mansour Tehranchian , Ahmad Jafari Samimi and Saeed Rasekhi

Islamic Social Banking Platform (Case of Resalat Islamic Bank) pp. 35-54

Seyed Hossein Mirjalili , Hassan Baan , Abouzar Soroosh and Mohammad Hashem Botshekan

The Effect of Central Bank's Monetary Policy on Unemployment and Inflation in Provinces of Iran: A GVAR Approach pp. 55-74

Nasrin Ebrahimi , Mehdi Pedram and Mir Hossein Mousavi

Iranian Banks Mergers and Structure of Loans pp. 75-100

Azam Ahmadyan

Effects of Capital Raising on Liquidity Creation and Credit in the Banking System of Iran pp. 101-121

Alireza Jalali Farahani , Mostafa Sargolzaee , Leila Dehghan Nayeri and Amir Hossein Ghaffari Nejad

Volume 14, issue 4, 2019

Corporate Governance and Liquidity Creation: Evidence from Iranian Banks pp. 441-452

Somaye Sadeghi

Debt Collection Industry: Machine Learning Approach pp. 453-473

Amirhossein Shoghi

The Effect of Derivative Instruments on the Contagion of Stock Markets in Developing Countries pp. 475-494

Saeed Rasekhi and Nasim Nabavi

Sustainability of Iranian Banks: Role of Financial and Non-Financial Determinants pp. 495-524

Emad Nobahar , Mahmoud Dehghan Nayeri and Adel Azar

The Effect of Socioeconomic Variables on Provincial Bread Demand Using QAIDS Model pp. 525-554

Taha Mehrani , Fatemeh Ghasemimand and Ali Asghar Salem

The Effects of Social Characteristics of Iranian Households on Food Consumption Expenditures pp. 555-572

Mohammad Mowlaei and Aburaihan Intezar

Volume 14, issue 3, 2019

Housing in Banks’ Portfolio and its Effects on Monetary Policy in Iran pp. 277-315

Hossein Tavakolian , Habib Morovat and Diar Baheri Rad

Impacts of Economic Variables on Herding Behavior in Tehran Stock Exchange Industries pp. 317-333

Farzad Jafari , Reza Tehrani and Ezatollah Abbasian

Explaining the Blockchain Acceptance Indices in Iran Financial Markets: A Fuzzy Delphi Study pp. 335-365

Hamed Heidari , Morteza Mousakhani , Mahmood Alborzi , Ali Divandari and Reza Radfar

Electronic Banking Capacities and Transparency in the Iranian Banking Network pp. 367-388

Mohammad Valipour Pasha and Azam Ahmadian

Challenges of the Iranian E-Banking Business Model in Digital Transformation pp. 389-419

Aliakbar Arsanjani , Ali Gholipour Soleimani , Narges Delafrooz and Mohammad Taleghani

Efficiency and Information Asymmetry in the Iranian Banking System pp. 421-440

Farhad Ghaffari , Reza Mashhadi , Seyed Shamseddin Hosseini and Kambiz Peykarjou

Volume 14, issue 2, 2019

The Effect of Relationship Lending on Loan Contract Terms pp. 133-157

Rasoul Foroughfard and Mohammad Rahmati

Globalization and Income Inequality: Does the Level of Financial Development Matter? pp. 159-175

Roohollah Zare

Evaluating the Application of a Financial Early Warning System in the Iranian Banking System pp. 177-204

Pooria Rezaei , Seyed Babak Ebrahimi and Pejman Azin

Macroeconomic, International Linkage and Effects of External Shocks in Southeast Asian Emerging Economies pp. 205-230

Mohammad Reza Alizadeh Janvisloo and Reza Sherafatian-Jahromi

Determining the Competitiveness in Iran Banking Industry: Case study of private banks pp. 231-253

Majid Aghaei , Mahdieh Rezagholizadeh and Seyyed Jaber Hosseini Khalili

Examination of Loan Loss provision Model of Iranian Banks from Managerial Discretion Perspective pp. 255-276

Mohammad Hosein Safarzadeh Bandari and Ibrahim Jafarimanesh

Volume 14, issue 1, 2019

Profit Rate Stickiness and Bank Specific Characteristics: Empirical Study of Panel Hidden Cointegration pp. 1-25

Ali Taiebnia, Teymur Rahmani and Hanieh Mohammadali

The Endogenous or Exogenous Nature of Money Supply: Case of Iran pp. 27-40

Azadeh Rahimi

Analysis of the Impact of Economic Growth and Asymmetric Information of Capital Market on Investors' Confidence pp. 41-62

Seyed Abdollah Moosavi , Homayoun Ranjbar , Majid Sameti and Hossein Sharifi-Renani

An Investigation of the Effect of a Common Currency on Bilateral Trade pp. 63-84

Ali Feghehmajidi , Khaled Ahmad Zade and Fatemeh Najafi

Corporate Governance and Credit Risk in Iranian Banking Industry pp. 85-100

Saber Akbarian , Ali Asghar Anvary Rostamy , Nader Rezaei and Rasool Abdi

Providing a pattern of disclosure and transparency of information in banks pp. 101-132

Elham Chisazn , Iraj Noravesh and Mansour Momeni