kakaei, hamid

ISLAMIC AZAD UNIVERSITY OF SOUTH TEHRAN

[ 1 ] - The effect of shadow banking on overdue receivables of the banking network: Evidence from Markov regime change models

In the present study, the effect of exchange rate and shadow banking along with the added value of different production sectors on the overdue receivables of the banking network in the period 2008: 2-2018: 4 has been investigated using the Markov regime change pattern. The results show that the effect of research variables in different regimes of overdue receivables is different, so that if def...

[ 2 ] - Investigating the Impact of Covid-19 Outbreak Crisis on the Exchange Rate with Emphasis on Oil Price Changes

The purpose of this study is to investigate the effects of the Covid-19 outbreak crisis on the exchange rate with emphasis on oil price changes in the period of 2020/02/19 - 2020/12/20 on a daily basis. Markov switching approach has been used to estimate the pattern. The results show that the Covid-19 crisis and the growth of the number of patients alone do not have a significant effect on the ...