The Effects of Monetary and Fiscal Policies on the Systemic Risk of Iran's Financial Markets (SURE Approach in Panel Data)

Neda Ranjandish; Marjan Damankeshideh; Houshang Momeni Vesalian; Majid Afsharirad

Volume 4, Issue 1 , 2020, , Pages 1-24

https://doi.org/10.22034/ijf.2020.230256.1123

Abstract
  The mutual relationship between monetary and fiscal policies and value at risk is one of the most important topics in the financial economics literature and accounts for the vast majority of empirical studies. Therefore, the main objective of this paper is to investigate the effects of monetary and fiscal ...  Read More