How to cite this paper
Valahzaghard, M., Kashefi, M., Alikhani, A & Hosseini, S. (2012). The effect of macroeconomic factors on credit risk in the banking system of Iran.Management Science Letters , 2(5), 1747-1754.
Refrences
Aver, B. (2009). An empirical analysis of credit risk factors of the Slovenian banking system. Managing Global Transitions, 6(3), 317-334.
Baboucek, I., & Jancer, M. (2005). Effects of Macroeconomic Shock to the Quality of the Aggregate Loan Portfolio.Czech National Bank, Working Paper Series,1,1-62
Bikker, J.A., & Metzemakers, P.A.J. (2002). Bank provisioning behaviour and procyclicality. Research Series Supervision, 50, 1-21.
Demirg?ç-Kunt, A., & Detragiache, E. (1998).The determinants of banking crises in developing and developed countries. IMF Staff Papers, 45,(1), 81-109.
Enders, W. (2004). Applied Econometric Time Series.2nd(ed.). New Jersey: John Wiley & Sons.
Filosa, R. (2007). Stress Testing of Stability of the Italian Banking System: a VAR approach. Heterogeneity and Monetary Policy,0703, 1-46.
Gavin, M., & Haussman, R. (1996).The Roots of Banking Crises: The Macroeconomic Context. Inter-American Bank, Working Paper, 318,1-20.
Geambera, M. (2000).Simple forecasts of bank loan in the business cycle. Emerging Issues Series, 3, 1-27.
Hashemi Nodehi, M.M. (1998). Causes of past due receivables and deferred claims of Maskan Bank.
Hemmati, A., Mohebbi Nejad, S. (2008). Evaluation the effect of Macroeconomic factors on credit risk for banks. Economic Journal, 6, 33-59.
Markowitz, H.M. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-91.
Kearns, A. (2004). Loan losses and the macroeconomy: A framework for stress testing credit institution & apos; s financial well-being. Financial Stability Report, 29,111-121.
Kroszner, R. S., Luc, L., & Klingebiel, D., (2007). Banking crises, financial dependence and growth. Journal of Financial Economics, 87, 187-228.
Pirouzfar, A. (2007). Claims pending state banks. Bank and Economics, 87, 46-49.
Safdari, N. (2008). Improving the banking system to cover the risks associated with pending claims. New Economy, 122, 66-70.
Baboucek, I., & Jancer, M. (2005). Effects of Macroeconomic Shock to the Quality of the Aggregate Loan Portfolio.Czech National Bank, Working Paper Series,1,1-62
Bikker, J.A., & Metzemakers, P.A.J. (2002). Bank provisioning behaviour and procyclicality. Research Series Supervision, 50, 1-21.
Demirg?ç-Kunt, A., & Detragiache, E. (1998).The determinants of banking crises in developing and developed countries. IMF Staff Papers, 45,(1), 81-109.
Enders, W. (2004). Applied Econometric Time Series.2nd(ed.). New Jersey: John Wiley & Sons.
Filosa, R. (2007). Stress Testing of Stability of the Italian Banking System: a VAR approach. Heterogeneity and Monetary Policy,0703, 1-46.
Gavin, M., & Haussman, R. (1996).The Roots of Banking Crises: The Macroeconomic Context. Inter-American Bank, Working Paper, 318,1-20.
Geambera, M. (2000).Simple forecasts of bank loan in the business cycle. Emerging Issues Series, 3, 1-27.
Hashemi Nodehi, M.M. (1998). Causes of past due receivables and deferred claims of Maskan Bank.
Hemmati, A., Mohebbi Nejad, S. (2008). Evaluation the effect of Macroeconomic factors on credit risk for banks. Economic Journal, 6, 33-59.
Markowitz, H.M. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-91.
Kearns, A. (2004). Loan losses and the macroeconomy: A framework for stress testing credit institution & apos; s financial well-being. Financial Stability Report, 29,111-121.
Kroszner, R. S., Luc, L., & Klingebiel, D., (2007). Banking crises, financial dependence and growth. Journal of Financial Economics, 87, 187-228.
Pirouzfar, A. (2007). Claims pending state banks. Bank and Economics, 87, 46-49.
Safdari, N. (2008). Improving the banking system to cover the risks associated with pending claims. New Economy, 122, 66-70.