How to cite this paper
Asl, A & Yarifard, S. (2012). A study on relationship between no-interest based activities on performance of Iranian banks.Management Science Letters , 2(7), 2601-2606.
Refrences
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De Young, R., & Roland, K.P. (2001). Product mix and earnings volatility at commercial banks: Evidence from a degree of total leverage model. Journal of Financial Intermediation, 10, 54-84.
Freedman, D.A. (2005). Statistical Models: Theory and Practice. Cambridge University Press.
Ho, C.Y. (2012). Market structure, welfare, and banking reform in China. Journal of Comparative Economics, 40(2), 291-313.
Kraft, E., & Galac, T. (2007). Deposit interest rates, asset risk and bank failure in CROEtia. Journal of Financial Stability, 2(4), 312-336.
Laeven, L., & Majoni, G. (2003). Loan Loss Provisioning and Economic Slowdowns: Too Much, Too Late?. Journal of Financial Intermediation, 12(2), 178-197.
Lepetit, L., Nys, E., Rous, P., & Tarazi. A. (2008). Bank income structure and risk. Journal of Banking & Finance, 32 (8) 1452-1467.
Lucas, A., & Klaassen, P. (2005). Discrete versus continuous state switching models for portfolio credit risk. Journal of Banking and Finance, 30(1), 23-35.
Liadaki, A., & Gaganis, C. (2010). Efficiency and stock performance of EU banks: Is there a relationship? Omega, 38(5), 254-259.
Marcucci, J., & Quagliariello, M. (2006). Credit Risk and business cycle over different regimes. Technical Report.
Stiroh, K. J., & Rumble, A. (2006). The dark side of diversification: The case of US financial holding companies. Journal of Banking and Finance, 30(8), 2131-2161.
De Young, R., & Roland, K.P. (2001). Product mix and earnings volatility at commercial banks: Evidence from a degree of total leverage model. Journal of Financial Intermediation, 10, 54-84.
Freedman, D.A. (2005). Statistical Models: Theory and Practice. Cambridge University Press.
Ho, C.Y. (2012). Market structure, welfare, and banking reform in China. Journal of Comparative Economics, 40(2), 291-313.
Kraft, E., & Galac, T. (2007). Deposit interest rates, asset risk and bank failure in CROEtia. Journal of Financial Stability, 2(4), 312-336.
Laeven, L., & Majoni, G. (2003). Loan Loss Provisioning and Economic Slowdowns: Too Much, Too Late?. Journal of Financial Intermediation, 12(2), 178-197.
Lepetit, L., Nys, E., Rous, P., & Tarazi. A. (2008). Bank income structure and risk. Journal of Banking & Finance, 32 (8) 1452-1467.
Lucas, A., & Klaassen, P. (2005). Discrete versus continuous state switching models for portfolio credit risk. Journal of Banking and Finance, 30(1), 23-35.
Liadaki, A., & Gaganis, C. (2010). Efficiency and stock performance of EU banks: Is there a relationship? Omega, 38(5), 254-259.
Marcucci, J., & Quagliariello, M. (2006). Credit Risk and business cycle over different regimes. Technical Report.
Stiroh, K. J., & Rumble, A. (2006). The dark side of diversification: The case of US financial holding companies. Journal of Banking and Finance, 30(8), 2131-2161.