Moazzami, Mehdi, Rasoulian, Mohsen, Vadeei, Mohammad Hossein, Arabzadeh, Meysam, Mazroui Nasrabadi, Esmaeil. (1405). Determining the relationships between central bank transparency, bank-level characteristics (micro variables) and macroeconomic variables with the capital market reaction (in the context of systemic risk and market return changes) using econometric methods and hierarchical analysis. هنرهای کاربردی, (), -. doi: 10.22075/ijnaa.2024.33954.5063
Mehdi Moazzami; Mohsen Rasoulian; Mohammad Hossein Vadeei; Meysam Arabzadeh; Esmaeil Mazroui Nasrabadi. "Determining the relationships between central bank transparency, bank-level characteristics (micro variables) and macroeconomic variables with the capital market reaction (in the context of systemic risk and market return changes) using econometric methods and hierarchical analysis". هنرهای کاربردی, , , 1405, -. doi: 10.22075/ijnaa.2024.33954.5063
Moazzami, Mehdi, Rasoulian, Mohsen, Vadeei, Mohammad Hossein, Arabzadeh, Meysam, Mazroui Nasrabadi, Esmaeil. (1405). 'Determining the relationships between central bank transparency, bank-level characteristics (micro variables) and macroeconomic variables with the capital market reaction (in the context of systemic risk and market return changes) using econometric methods and hierarchical analysis', هنرهای کاربردی, (), pp. -. doi: 10.22075/ijnaa.2024.33954.5063
Moazzami, Mehdi, Rasoulian, Mohsen, Vadeei, Mohammad Hossein, Arabzadeh, Meysam, Mazroui Nasrabadi, Esmaeil. Determining the relationships between central bank transparency, bank-level characteristics (micro variables) and macroeconomic variables with the capital market reaction (in the context of systemic risk and market return changes) using econometric methods and hierarchical analysis. هنرهای کاربردی, 1405; (): -. doi: 10.22075/ijnaa.2024.33954.5063

Determining the relationships between central bank transparency, bank-level characteristics (micro variables) and macroeconomic variables with the capital market reaction (in the context of systemic risk and market return changes) using econometric methods and hierarchical analysis

International Journal of Nonlinear Analysis and Applications
مقالات آماده انتشار، اصلاح شده برای چاپ، انتشار آنلاین از 24 خرداد 1405    اصل مقاله (420.52 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22075/ijnaa.2024.33954.5063
نویسندگان
Mehdi Moazzami1؛ Mohsen Rasoulian* 1؛ Mohammad Hossein Vadeei2؛ Meysam Arabzadeh1؛ Esmaeil Mazroui Nasrabadi3
1Department of Management and Accounting, Kashan Branch, Islamic Azad University, Kashan, Iran
2Department of Accounting, Faculty of Administrative and Economic Science, Ferdowsi University of Mashhad, Mashhad, Iran
3Department of Business Administration, Faculty of Financial Science, Management and Entrepreneurship, University of Kashan, Kashan, Iran
چکیده
This research evaluates the impact of central bank transparency on the reaction of the capital market in terms of risk and return. The study identifies systemic risk measures, dimensions of central bank transparency, and economic factors affecting the capital market reaction. It examines the relationship between central bank transparency and the reaction of the money and capital market in Iran and neighboring Islamic countries from 2008 to 2022. The study uses regression methods to investigate the relationship between central bank transparency and risk response. Findings show that increased central bank transparency is associated with reduced systemic risk and specific bank risk, but may also incentivize risky behavior in the banking sector.
کلیدواژه‌ها
central bank transparency؛ capital market reaction؛ systemic risk؛ short and long term returns؛ central bank supervision
مراجع
آمار
تعداد مشاهده مقاله: 101
تعداد دریافت فایل اصل مقاله: 77
دانشگاه سمنان
پیوندهای مفید
آمار
تعداد نشریات22
تعداد شماره‌ها723
تعداد مقالات10,397
تعداد مشاهده مقاله72,864,707
تعداد دریافت فایل اصل مقاله64,557,199