فهرست مطالب mehrzad minouie

Fluctuations in commodity prices in global markets have always influenced the behavior and decisions of investors in financial markets. In this research, using the Copula family models, financial contagion or volatility spillover on global price of petrochemical products and base metals on the on the stock price index of eight selected industries of Tehran Stock Exchange listed companies during a period of 10 years (2008-2018) has been reviewed. The research method is descriptive-analytical in nature and applied in terms of purpose. The research hypotheses were tested using an econometric approach based on Copula models and programming in MATLAB software. The results show that the effects of overflow of these variables on the index of selected industries are significant but different.Examination of different models of Copula method showed that T-Student model is most suitable for transmitting spillover effects, which indicates the symmetrical effects of price variables in global markets of petrochemical products and base metals on the index performance of selected industries. And then Clayton and Gumble models are in the next rank.

The relationship between different risks in the banking industry is very important due to the nature of their operation and the effect of companies' risk of helplessness on credit risk of banks and the possibility of crisis in them is one of the most important topics considered by the banking industry during financial crises. Therefore, based on this argument, the present study investigates the contagiousness of companies 'financial distress risk on banks' credit risk. For this purpose, to measure the contagiousness model of financial distress risk, Akhtar and Dali (2017) theory of limit value was used. The hypotheses were tested using the statistical method of regression analysis with composite data using the information of 106 companies listed on the Tehran Stock Exchange during the years 1393 to 1398. The findings of the research hypothesis indicate that the risk of financial helplessness of the Iranian banking system is transmitted in the form of credit risk.

This paper focuses on the corporate governance and profitability indexes of investment in iranian commercial banks. In this paper we discuss the state of corporate governance in Iranian commercial banks and try to find a link between corporate governance mechanisms and those indexes. We found that there are some relationships between auditing quality measures, characteristics of CEO and board of directors as measures of corporate governance mechanisms and asset quality measures, efficiency measures, profitability measures, liquidity measures and capital sufficiency as measures of profitability indexesof investment in Iranian commercial banks. We report that the finding can improve the governance roles and performance evaluation of Iranian commercial Banks.

Designing and implementing a credit risk measurement model in the country's banking system will play an effective role in increasing the productivity of the country's banks in the optimal allocation of resources. Therefore, credit has an important role in the performance of the country's banking sector. Therefore, based on this argument, the present study designs and explains a model for the contagiousness of companies' financial distress risk and credit risk in the country's banking system. For this purpose, the limit (limit) theory of Akhtar and Dali (2017) research was used to measure the contagiousness model of financial distress risk. The hypotheses were tested using the statistical method of regression analysis with combined data using the information of 23 banks listed on the Tehran Stock Exchange during the years 2014 to 2019. The findings of the first hypothesis of the study indicate that there is a significant relationship between the risk of financial helplessness of banks and the credit risk of the country's banking system. Also, the result of the second hypothesis showed that the risk of financial helplessness of banks is transmitted to the Iranian banking system in the form of credit risk.