فهرست مطالب reza afsari badi

Given the special and sensitive role of banks in the economic system of the country, any shock, disruption and inefficiency in the economic system has a direct impact on the activity of banks and financial institutions and phenomena such as high inflation or economic shocks and fluctuations such as sharp fluctuations in other markets, gold, and currency, will, directly and indirectly, affect the operating costs and cost of money, and ultimately the profitability of banks, In addition, due to the financial dependence of the manufacturing sectors on this important economic entity, any inefficiency or crisis in the banking system can lead to many problems in different sectors of the economy. This study has used Johansson-Joselius coefficient and vector error correction (VECM) and Q21397-Q11389 seasonal data to investigate the effect of some important financial performance indicators on Mellat Bank profitability. The results of this study show that variables of non-current facilities ratio to total facilities, debt-to-asset ratio and long-term deposit to total assets ratio and ROA have a negative relationship in the long run but between capital adequacy ratio, net operating income to total asset ratio and Facility on total deposits ratio and ROA There is a positive and significant relationship in the long run.

The main aim of this study is to investigate the effect of exchange rate uncertainty on trade balance between Iran and countries which are major  trading partner of Iran, using the EGARCH method and the ARDL model (to examine the coherency and short- and long-term dynamics of the model). The data used in this paper includes quarterly data in the period of 1995 to 2017 for the real effective exchange rate, imports and exports of Iran (trade balance is between Iran and the main countries that are considered as trading partners of Iran, including China, Emirate, Germany, South Korea, and Turkey), real GDP of Iran, and real GDP of the main trading sides of Iran. The results demonstrate that, according to the model variables in the short and long term, in the case of changing in exchange rate, the trade balance of Iran versus other trading countries experience different variation, depending on the amount, volume and type of goods that are in business.