اثر شاخص استرس مالی بر روی بازدهی صندوق‌های سرمایه‌گذاری مشترک

 

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- Barkhordari, S.; Abdoli, G. & Amiri, R., (2023). “Investigating the Response of Firm’s Value to Interest Rate Shock in Selected Industries of Tehran Stock Market: TVP-FAVAR Approach”. Journal of Applied Economics Studies in Iran, 12(45): 141-175. DOI: 10.22084/aes.2022.26316.3455 (In Persian).

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- Bloom, N., (2009). “The impact of uncertainty shocks”. Econometrica, 77(3): 623-685. DOI: https://doi.org/10.3982/ECTA6248

- Bonciani, D. & Van Roye, B., (2016). “Uncertainty shocks, banking frictions and economic activity”. Journal of Economic Dynamics and Control, 73: 200-219. DOI: https://doi.org/10.1016/j.jedc.2016.09.008

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- Caglayan, M. O.; Hu, Y. & Xue, W., (2021). “Mutual fund herding and return comovement in Chinese equities”. Pacific-Basin Finance Journal, 68: 101599. DOI: https://doi.org/10.1016/j.pacfin.2021.101599

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- Chau, F. & Deesomsak, R., (2014). “Does linkage fuel the fire? The transmission of financial stress across the markets”. International Review of Financial Analysis, 36: 57-70. DOI: https://doi.org/10.1016/j.irfa.2014.02.005

- Chen, P. & Semmler, W., (2018). “Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model”. Journal of Economic Dynamics and Control, 91: 318-348. DOI: https://doi.org/10.1016/j.jedc.2018.03.001

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- Ghazifard, A.; Jamshidi, H.; Pourmostafa, M.; Hamidizadeh, M. & Kheyrkhah, M., (2013). “Prioritization of factors affecting the performance of investment funds using the integrated model of QFD and AHP in a fuzzy environment”. Business Management Explorations, 4(8): 1-29.‎ DOI: 20.1001.1.2645386.1391.4.8.1.6 (In Persian).

- Gourdel, R.; Maqui Lopez, E. & Sydow, M., (2019). Investment funds under stress. Available at SSRN 3478539. DOI: http://dx.doi.org/10.2139/ssrn.3478539

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- Lee, C. C.; Lee, C. C. & Lien, D., (2019). “Do country risk and financial uncertainty matter for energy commodity futures?”. Journal of Futures Markets, 39(3): 366-383. DOI: https://doi.org/10.1002/fut.21976

- Lô, S. & Carpantier, J. F., (2023). "Liquidity Stress Test for Luxembourg Investment Funds: the Time to Liquidation Approach. m_-9024739503896992587_OLE_LINK4

- Malega, J. & Horváth, R., (2017). “Financial stress in the Czech Republic: measurement and effects on the real economy”. Prague Economic Papers, 26(3): 257-268. m_-9024739503896992587_OLE_LINK3

- Mirzaee, V.; Souri, A.; Mehdi, N. & Behradmehr, N., (2023). “Systemic Risk Contagion Mechanism in Iran's Financial System" Money and Capital Market”. Financial Economics, 17(62): 49-70. DOI: 10.30495/FED.2023.700118 (In Persian).

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