Analysis of Collective Behavior of Iran Banking Sector by Random Matrix Theory

Reza Raei; Ali Namaki; Hanie Vahabi

Volume 3, Issue 4 , October 2019, , Pages 60-75

https://doi.org/10.22034/ijf.2019.111729

Abstract
  Banked based financial sector of Iran leads us to focus on the banking industry and its components. One of the important aspects of this industry is its coupling structure. In this paper, we have analyzed the collective behavior of Iran banking sector by Random Matrix Approach (RMT). This technique is ...  Read More