The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions

Pejman Peykani, Mostafa Sargolzaei, Camelia Oprean-Stan, Hamidreza Kamyabfar, Atefeh Reghabi

Open source

DOI
10.1371/journal.pone.0329587
Published
2025-08-07
Container
PLOS One
Publisher
Public Library of Science (PLoS)
Open access
unknown

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BibTeX

@article{allodium:10.1371/journal.pone.0329587,
  title = {The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions},
  author = {Pejman Peykani and Mostafa Sargolzaei and Camelia Oprean-Stan and Hamidreza Kamyabfar and Atefeh Reghabi},
  year = {2025},
  journal = {PLOS One},
  doi = {10.1371/journal.pone.0329587},
  url = {https://doi.org/10.1371/journal.pone.0329587}
}

RIS

TY  - JOUR
TI  - The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions
AU  - Pejman Peykani
AU  - Mostafa Sargolzaei
AU  - Camelia Oprean-Stan
AU  - Hamidreza Kamyabfar
AU  - Atefeh Reghabi
PY  - 2025
JO  - PLOS One
DO  - 10.1371/journal.pone.0329587
UR  - https://doi.org/10.1371/journal.pone.0329587
ER  - 

APA

Peykani, P., Sargolzaei, M., Oprean-Stan, C., Kamyabfar, H., & Reghabi, A. (2025). The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. PLOS One. https://doi.org/10.1371/journal.pone.0329587

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