Volume & Issue: Volume 13, Issue 49, Winter 2024 
Number of Articles: 24

Portfolio VaR Modelling using EVT-Pair-Copulas Approach

Pages 51-76

Ali Souri, Saeed Falahpor, Ali Foroush Bastani, Ehsan Ahmadi

Design and validation of an integrated marketing communication model in Stock Exchange

Pages 77-100

shahram bandpey, niloufar imankhan, Mohammadbagher Gorji, amir akhavanfar

Modeling the default correlation risk in the financial network based on the reduced model

Pages 101-122

naser haghi seyfedin, Rasoul ABDI, nader rezaei, yagob aghdam mazrea

Dynamic analysis of a comprehensive model of risk management in the banking system using a systems thinking approach

Pages 123-152

seyyed yahya asadollahi, aliasghar taherabady, farhad shahveisi, farshid kheirollahi

Model of Resilience of Free Zones in Promotion of National Economy of Iran

Pages 189-200

Omid Ali Chamani, Masoud Ghorban Hosseini, Sirous Tadbiri, maryam majidi

Developing a model for pricing brand value in capital supply companies: merger and acquisition strategy

Pages 201-216

Hamid Kheilnejad, Fariz Taherikia, Seyyed Mahdi Jalali, Bita Tabrizian

Contagious topological dynamics in the Iranian stock market

Pages 279-298

samad sedaghati, Ruhollah Farhadi, Mir Feyz Fallashams

Topological analysis of accounting risks based on network theory

Pages 375-396

masoumeh mohammadrezai, Azita Jahanshad, farzaneh heidarpoor

Testing the Fractal Market Hypothesis with the Markov Regime Change Model: A Possible Combination and Convergence

Pages 421-440

Yaghoub Mahmoudi, Shadi Shahverdiani, Hamid Reza Kordlouei, Mahdi Madanchizaj

Evaluation of the effect of financial policies on Capital Market investment in financial friction

Pages 463-488

Masoud Aghaei, SHADI Shahverdiani, Ali Najafi Moghadam, Roya Darabi