The Impact of Regulatory Policies on Volatility under Prudential Framework

Jahangir Biabani and Mohammad Valipour Pasha
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Jahangir Biabani: Payam Noor University
Mohammad Valipour Pasha: Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran

Journal of Money and Economy, 2016, vol. 11, issue 1, 53-70

Abstract: Utilizing finance conceptual framework, this paper applies a Frontier-Volatility analysis to illuminate regulatory policies effects on volatility under Iranian Banking Prudential Framework over the period 2003 to 2015 using the raw database collected, classified and compiled by the Rahavard Novin Co. version 3, Securities and Stock Exchange Organization. Findings portray that

Keywords: Regulatory policy; Volatility; Industry competitiveness structure; Frontier analysis (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmonec:v:11:y:2016:i:1:p:53-70

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