بررسی اثرات نامتقارن نوسانات متغیرهای کلان اقتصادی بر ریسک نقدینگی بانک‌ها در ایران

Abdilianhar, E. (2013). Investigating the asymmetric effects of exchange rate fluctuations on price indices in Iran. Economic Modeling Research, 17, 57-86. (In Persian)

Acharya, V., & Naqvi, H. (2012). The seeds of a crisis: a theory of bank liquidity and risk taking over the business cycle. Journal of Finance, 106(2), 349–366.

Adeli, O. A., & Faridouni, N. (2017). Investigating the impact of uncertainty of macroeconomic variables on the liquidity risk of Islamic banks (case study: development banks). Bimonthly Review of Economic Issues and Policies, 18(7 and 8), 113-87. (In Persian)

Ahmadian, A., & Kianvand, M. (2013). Identifying factors affecting the probability of bank raids. Economic Researches and Policies, 71(2), 79-102. (In Persian)

Azizi, H., & Jafari Samimi, A. (2022). forecasting Iran's inflation with two econometric approaches and artificial neural network; A comparison of NARDL, NARX nonlinear models. Econometric Modeling, 7(3), 39-68. (In Persian)

Baltas, K. N., Kapetanios, G., Tsionas, E., & Izzeldin, M. (2017). Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. Journal of Banking & Finance, 83(2), 36-56.

Bozorgasl, M., Barzideh, F., & Samadi, M. (2016). Investigating the relationship between liquidity risk and credit risk and its effect on financial instability in the banking industry of Iran. Monetary-Banking Research, 10(33), 509-531. (In Persian)

Central Bank of the Islamic Republic of Iran (2022). Time series information bank. (In Persian)

Chiu, Y. C. (2020). Macroeconomic uncertainty, information competition, and liquidity. Finance Research Letters, 34(3), 110-125.

Claeys, G., Papioti, C., & Tryphonides, A. (2023). Liquidity risk, market power and the informational effects of policy. Journal of International Economics, 142(4), 78-95.

Dabachi, U., Mahmood, S., Ahmad, A., Jakada, A., Abdullahi, A., Abubakar, M., & Kamalu, K. (2022). The Asymmetric Influence of Exchange Rate and Inflation on Financial Development in Nigeria: Evidence from NARDL. Iranian Economic Review, 26(4), 833-851.

Elsayed, A. H., Naifar, N., & Nasreen, S. (2022). Financial stability and monetary policy reaction: Evidence from the GCC countries. The Quarterly Review of Economics and Finance, 87(2), 396-405.

Etemadi, K., Ayuzalo, R., & Mirlohi, M. (2019). Investigating the effect of macroeconomic and bank-specific variables on the systematic risk of the conditional value-at-risk copula approach. Econometric Modeling, 5(3), 9-33. (In Persian)

Gudarzi Farahani, Y., Adeli, O. A., & Ghorbani, A. (2019). The Uncertainty of Economic Policies on Exchange Rate Fluctuations Using the Autocorrelation Model Approach with Nonlinear Distribution Breaks (NARDL), Econometric Modeling, 5(4), 147- 171. (In Persian)

Hafez, H. M. (2023). Determinants of liquidity risk: Do corporate governance practices have an impact? An empirical study of emerging markets, Risk Governance and Control. Financial Markets & Institutions, 13(3), 59–75. (In Persian)

Hajiha, Z., & Rajaei, Z. (2019). Non-payment risk and its relationship with the interest rate of granted facilities in different economic sectors. financial engineering and securities management (portfolio management), 2(6), 191-211. (In Persian)

Huynh, J. (2023). Funding liquidity risk: does banking market structure matter?. Managerial Finance, 45(2), 1-24.

Jing, H., & Zhu, Y. (2023), Does cycle superposition amplify bank liquidity risk under different levels of financial openness? Empirical evidence from China. Kybernetes, 3(4), 15-32.

Kefaei, M. A., & Rahzani, M. (2016). Investigating the effect of macroeconomic variables on the liquidity risk of Iranian banks. Economic Research and Policies, 25(81), 261-310. (In Persian)

Madhi, C. D. (2017). The Macroeconomic Factors Impact on Liquidity Risk: The Albanian Banking System Case. European Journal of Economics and Business Studies, 3(1), 56-78.

McLeay, M., Amar, R., & Ryland, T. (2014). Money Creation in the Modern Economy. Bank of England Quarterly Bulletin (Q1), 4(1), 1-14.

Mehrgan, N., Ezzati, M., & Pourhossein, A. (2015). Investigating the causal relationship between interest rate and inflation: using panel data, Economic Research Quarterly, 6(3), 91-105. (In Persian)

Mirzaei, M., Mirlohi, M., & Khademi, M. (2022). Investigating the impact of macroeconomic variables on the Tehran Stock Exchange Index: Comparison of neural network and VAR regression models, Iranian Political Sociology Monthly, 5(9), 1472-1489. (In Persian)

Momeni, F., Shakri, A., Taherpour, J., & Ezzati Abhat, B. (2021). Analysis of the impact of Iran's economic performance on the activity of private banks. Financial Economy, 15(55), 1-22. (In Persian)

Moussa, M. A. B. (2015). The determinants of bank liquidity: Case of Tunisia. International Journal of Economics and Financial Issues, 5(1), 249-259.

Nazemi, B., Sharifi Renani, H., & DaeKarimzadeh, S. (2021). Investigating the asymmetric effects of exchange rate on production insurance premiums of insurance companies using the NARDL-PMG approach. Applied Economics Theory, 8(2), 107-128. (In Persian)

Pesaran M. H., Shin, Y., & Smith R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied of Econometrics, 16(3), 289-326.

Qehaja, D., Gashi, M., & Hoti, A. (2022). The Impact of Macroeconomic Factors on Banks’ Liquidity from 2008 to 2020, International Journal of Applied Economics. Finance and Accounting, 12(2), 69–77.

Saikkonen, P., & Choi, I. (2004). Cointegrating Smooth Transition Regressions. Econometric Theory, 20(1), 301-340.

Sargolzaei, M., & Safai, M. (2022). The impact of macroeconomic shocks on the liquidity risk of the banking system: an approach (MS-VAR). Financial Research, 24(4), 528-576. (In Persian)

Schorderet, Y. (2003). Asymmetric Cointegration University of Geneva. Mimeo.

Singh, A., & Anil, K. S. (2016). An empirical analysis of macroeconomic and bank-specific factors affecting liquidity of Indian banks. Future Business Journal, 2(1), 40–53. (In Persian)

Sopan, J., & Dutta, A. (2018). Determinants of liquidity risk in Indian banks: A panel data analysis. Asian Journal of Research in Banking and Finance, 8(6), 47-59.

Trenca, I., Petria, N., & Corovei, E. A. (2015). Impact of Macroeconomic Variables upon the Banking System Liquidity. Procedia Economics and Finance, 32(2), 1170-1177.

Yacouba, K., & Altinas, H. (2019). The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach, Journal for Economic Forecasting. Institute for Economic Forecasting, 1(2), 98-116.