سید علی نبوی چشمی

سید علی نبوی چشمی

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فیلتر های جستجو: فیلتری انتخاب نشده است.
نمایش ۱ تا ۲ مورد از کل ۲ مورد.
۱.

Identification the Periods of Formation and Bursting of Speculative Bubbles in Iranian Stock Market Using Quantitative Models

تعداد بازدید : ۲ تعداد دانلود : ۴
The purpose of this study is to investigate and identify the periods of formation and bursting of speculative bubbles in Iran's capital market by creating a state space model and two-mode switching regime (mode 1 is bubble growth and burst stage and mode 2 is the time of bubble loss) during the period from April 2011 to March 2018. The Oxmetrics 7 software is used to investigate the existence of multiple bubbles and research objective. The results of the study of the state space switches confirm the bubble of the capital market in Iran during four periods in the research domain. The life span of the first speculative bubble is 2 months from October to November 2011, the second is 8 months from March to October 2013, the third is 3 months from December 2015 to February 2016, and the fourth period of bubble is 5 months from August to December 2017. Therefore, the result of the research stipulates that the stock index of the Iranian capital market in the realm of research time period has had 18 months of bubbles and has spent 66 months in balance.
۲.

The Effect of Internal and External Factors on Outstanding Claims of Banks (Case Study of Listed Banks on the Tehran Stock Exchange)

تعداد بازدید : ۳۱ تعداد دانلود : ۲۵
The purpose of this paper is to examine the impact of internal and external factors on the ratio of outstanding claims in those banks which are accepted in Tehran Stock Exchange. For this purpose, we used the data obtained from 8 banks and credit institution active in the Tehran Stock Exchange and using data regression panel.  The present survey was examined over the period 2011 till 2015. The study includes three external variables (inflation, GDP and interest rates) and two internal variables (rate of return on assets and the size of the bank). The results of the hypothesis study showed that the rate of inflation, GDP and asset returns had significant negative effect on the ratio of outstanding claims. The results also showed a positive significant impact of the interest rates on outstanding claims, but there was no evidence to prove a significant impact of the banks size on outstanding claims.

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