اسدی، غلامحسین و سلیمانی، محمد. (1399). بررسی رابطه بین شاخصهای سرمایه و نقدینگی با وقوع بحران مالی در بانک‌ها.
فصلنامه راهبرد مدیریت مالی، 8(30)، 147-174. doi:
10.22051/jfm.2019.23728.1907
پورمهر، مهدی، سپهر دوست، حمید، نظیری، محمدکاظم و مهرگان، نادر. (1397). تأثیر متغیرهای کلان اقتصادی و کیفیت مدیریت بر سودآوری بانک‌های خصوصی؛ رهیافت الگوی خودرگرسیون برداری ساختاری.
فصلنامه تحقیقات مدلسازی اقتصادی، (۳۴)، ۲۵۴-۲۰۱. doi:
10.29252/jemr.9.34.201
سیدنورانی، سیدمحمدرضا، شاکری، عباس، خادم علیزاده، امیر، وفایی یگانه، رضا. (1397). سنجش شاخصهای بهره‌وری بانک‌های منتخب نظام بانکداری بدون ربای جمهوری اسلامی یران (با تاکید بر کارایی و اثربخشی). فصلنامه پژوهشنامه اقتصادی، 18(70)، 185-207. doi: 10.22054/joer.2018.9564
عباسیان،
عزت‌اله،
شیرکوند، سعید،
تهرانی، رضا و علیمردانی،
الهام. (1398). تأثیر سرمایه‌گذاری بانک‌ها در وام‌دهی با توجه به نقش کفایت سرمایه.
فصلنامه پژوهش‌های پولی-بانکی، 12(41)، 523-550.
فقهی کاشانی، محمد و امیدی، مجید. (1400). دلالت‌های ساختار بازار سپرده رقابت ناقص برای سیاست‌های خرد و کلان احتیاطی صلاحدیدانه. فصلنامه تحقیقات مدلسازی اقتصادی، در دست انتشار.
Acharya, V., Engle, R., & Richardson, M. (2012). Capital shortfall: A new approach to ranking and regulating systemic risks. American Economic Review, 102(3), 59-64.
Allen, F., E. Carletti, and R. Marquez. 2011. Credit Market Competition and Capital Regulation. Review of Financial Studies, 24 (4): 983–1018.
Arping, S., 2018. Capital regulation and bank deposits. Review of Finance.
Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross‐section of stock returns. The journal of Finance, 61(4), 1645-1680.
Baker, M., & Wurgler, J. (2007). Investor sentiment in the stock market. Journal of economic perspectives, 21(2), 129-152.
Bebchuk, L. A., and I. Goldstein. 2011. Self-fulfilling Credit Market Freezes. Review of Financial Studies, 24 (11): 3519–55.
Besanko, D., Thakor, A., 1992. Banking deregulation: Allocational consequences of relaxing entry barriers. Journal of Banking and Finance,16, 909–932.
Bekaert, G., Engstrom, E. C., & Xu, N. R. (2019). The time variation in risk appetite and uncertainty (No. w25673). National Bureau of Economic Research.
Berger, A., Bouwman, C., 2013. How does capital affect bank performance during financial crises? Journal of Financial Economics, 109 (1), 146–176.
Brandt, M. W., & Wang, K. Q. (2003). Time-varying risk aversion and unexpected inflation. Journal of Monetary Economics, 50(7), 1457-1498.
Brunnermeier, M. K., Nagel, S., & Pedersen, L. H. (2008). Carry trades and currency crashes. NBER macroeconomics annual, 23(1), 313-348.
Caballero, R. J., T. Hoshi, and A. K. Kashyap. 2008. Zombie Lending and Depressed Restructuring in Japan. American Economic Review, 98 (5): 1943–77.
Calem, P., and R. Rob. 1999. The Impact of Capital-based Regulation on Bank Risk-taking. Journal of Financial Intermediation, 8 (4): 317–52.
Campbell, J. Y., & Cochrane, J. H. (1999). By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of political Economy, 107(2), 205-251.
Chabi-Yo, F., Ghysels, E., & Renault, E. (2007). Disentangling the effects of heterogeneous beliefs and preferences on asset prices. Unpublished Working Paper. Ohio State University and University of North Carolina at Chapel Hill.
Dell’Ariccia, G., Marquez, R., 2006. Competition among regulators and credit market integration. Journal of Financial Economics, 79 (2), 401–430.
DellʼAriccia, G., Laeven, L., & Marquez, R. (2014). Real interest rates, leverage, and bank risk-taking. Journal of Economic Theory, 149, 65-99.
Eisenbach, T. M., & Schmalz, M. C. (2016). Anxiety in the face of risk. Journal of Financial Economics, 121(2), 414-426.
Farhi, E., & Tirole, J. (2012). Collective moral hazard, maturity mismatch, and systemic bailouts. American Economic Review, 102(1), 60-93.
Giovanni, D. A., & Ratnovski, L. (2019). Bailouts and systemic insurance. Journal of Banking & Finance, 105(C), 166-177.
Gale, D., and O. ¨Ozg¨ur. 2005. Are Bank Capital Ratios Too High or Too Low? Incomplete Markets and Optimal Capital Structure. Journal of the European Economic Association, 3 (2–3): 690–700.
Jackwerth, J. C. (2000). Recovering risk aversion from option prices and realized returns. The Review of Financial Studies, 13(2), 433-451.
Hellmann, T. F., Murdock, K. C., & Stiglitz, J. E. (2000). Liberalization, moral hazard in banking, and prudential regulation: Are capital requirements enough?. American economic review, 90(1), 147-165.
Holmstrom, B., and J. Tirole. 1997. Financial Intermediation, Loanable Funds, and the Real Sector. Quarterly Journal of Economics, 112 (3): 663–91.
JEANNE, O. AND A. KORINEK (2020): Macroprudential Regulation versus Mopping up After the Crash, Review of Economic Studies, 87, 1470–1497.
KEISTER, T. (2016): Bailouts and Financial Fragility, Review of Economic Studies, 83, 704–736.
Matutes, C., & Vives, X. (1996). Competition for deposits, fragility, and insurance. Journal of Financial intermediation, 5(2), 184-216.
Matutes, C., & Vives, X. (2000). Imperfect competition, risk taking, and regulation in banking. European economic review, 44(1), 1-34.
Mehran, H., Thakor, A., 2011. Bank capital and value in the crosssection. Review of Financial Studies, 24 (4), 1019–1067.
Morrison, A., White, L., 2005. Crises and capital requirements in banking. American Economic Review, 95 (5), 1548–1572.
Ouysse, R. (2020). Asset pricing with endogenous state-dependent risk aversion.
Perotti, E., L. Ratnovski, and R. Vlahu. 2011. Capital Regulation and Tail Risk. International Journal of Central Banking, 7 (4, December): 123–63.
Repullo, R. (2004). Capital requirements, market power, and risk-taking in banking. Journal of financial Intermediation, 13(2), 156-182.
Rosenberg, J. V., & Engle, R. F. (2002). Empirical pricing kernels. Journal of Financial Economics, 64(3), 341-372.
Thakor, A., 2014. Bank capital and financial stability: an economic tradeoff or a faustian bargain? Annual Review of Financial Economics, 6, 185–223.
Thakor, A. V., 2018. Post-crisis regulatory reform in banking: address insolvency risk, not illiquidity! Journal of Financial Stability, 37, 107–111.
Van den Heuvel, S. J., 2008. The welfare cost of bank capital requirements. Journal of Monetary Economics. 55 (2), 298–320.
Abbasian, E., Shirkavand, S., Tehrani, R., Alimardany, E. (2019). The Effect of Bank Investment on Lending. Does Capital-Adequacy Matter?. Journal of Monetary & Banking Research, 12(41), 523-550. [In Persian]
Asadi, G., Soleymani, M. (2020). Investigating the Effect of Capital and Liquidity Measures on the Probability of Financial Distress in Banks. Financial Management Strategy, 8(3), 147-174. [In Persian]
Pourmehr, M., Sepehrdoust, H., Naziri, M. K. (2019). Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach. Journal of Economic Modeling Research, 9(34), 201-254. [In Persian]
)