{"id":"https://openalex.org/W3043826259","doi":"https://doi.org/10.22111/ijbds.2020.5436","title":"The Impact of Exchange Rate volatility on Banking Performance (case of Iran)","display_name":"The Impact of Exchange Rate volatility on Banking Performance (case of Iran)","publication_year":2020,"publication_date":"2020-06-01","ids":{"openalex":"https://openalex.org/W3043826259","doi":"https://doi.org/10.22111/ijbds.2020.5436","mag":"3043826259"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:zbw:espost:224976","doi":null,"is_oa":false,"landing_page_url":"https://www.econstor.eu/bitstream/10419/224976/1/IJBDS_Volume%2012_Issue%201_Pages%2039-56.pdf","pdf_url":"https://www.econstor.eu/bitstream/10419/224976/1/IJBDS_Volume%2012_Issue%201_Pages%2039-56.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["doaj"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019626183","display_name":"Nafiseh Keshtgar","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Nafiseh Keshtgar","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5044448094","display_name":"Mosayeb Pahlavani","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mosayeb Pahlavani","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5091621770","display_name":"Seyed Hossein Mirjalili","orcid":"https://orcid.org/0009-0006-7164-8236","observed_orcids":["https://orcid.org/0009-0006-7164-8236"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Seyed Hossein Mirjalili","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.6662,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.84917662,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"12","issue":"1","first_page":"39","last_page":"56"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.00570000009611249,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-volatility","display_name":"exchange rate volatility","score":1.0},{"id":"https://openalex.org/keywords/bank-performance","display_name":"bank performance","score":0.9470000267028809},{"id":"https://openalex.org/keywords/iranian-banks","display_name":"Iranian banks","score":0.921999990940094},{"id":"https://openalex.org/keywords/bank-based-financial-systems","display_name":"bank-based financial systems","score":0.8360000252723694},{"id":"https://openalex.org/keywords/bank-liquidity","display_name":"bank liquidity","score":0.8100000023841858},{"id":"https://openalex.org/keywords/bank-profitability","display_name":"bank profitability","score":0.9940000176429749},{"id":"https://openalex.org/keywords/funding-gap","display_name":"financing gap","score":0.8429999947547913},{"id":"https://openalex.org/keywords/credit-risk","display_name":"credit risk","score":0.9649999737739563}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7013168931007385},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.661172091960907},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.6139194369316101},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.6070816516876221},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5918612480163574},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.5647540092468262},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.5104159712791443},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4880563020706177},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.4171369969844818},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35193943977355957},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17886340618133545},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.10983780026435852}],"mesh":[],"locations_count":4,"locations":[{"id":"pmh:oai:RePEc:zbw:espost:224976","doi":null,"is_oa":false,"landing_page_url":"https://www.econstor.eu/bitstream/10419/224976/1/IJBDS_Volume%2012_Issue%201_Pages%2039-56.pdf","pdf_url":"https://www.econstor.eu/bitstream/10419/224976/1/IJBDS_Volume%2012_Issue%201_Pages%2039-56.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:505ac0c9d10945449a2b6af16bfa9fdf","doi":"https://doi.org/10.22111/ijbds.2020.5436","is_oa":false,"landing_page_url":"https://doaj.org/article/505ac0c9d10945449a2b6af16bfa9fdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Business and Development Studies, Vol 12, Iss 1, Pp 39-56 (2020)","raw_type":"article"},{"id":"pmh:oai:econstor.eu:10419/224976","doi":"https://doi.org/10.22111/ijbds.2020.5436","is_oa":false,"landing_page_url":"http://hdl.handle.net/10419/224976","pdf_url":null,"source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:article"},{"id":"mag:3043826259","doi":"https://doi.org/10.22111/ijbds.2020.5436","is_oa":false,"landing_page_url":"https://ijbds.usb.ac.ir/article_5436_308ba27c0339fa4bc27debbe6c7df6e9.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S2764555313","display_name":"International Journal of Business","issn_l":"1083-4346","issn":["1083-4346"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","norway-1","poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4327986828","host_organization_name":"Premier Publishing","host_organization_lineage":["https://openalex.org/P4327986828"],"host_organization_lineage_names":["Premier Publishing"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Business","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3175218873","https://openalex.org/W3175879228","https://openalex.org/W3157031160","https://openalex.org/W7044103755","https://openalex.org/W4412419640","https://openalex.org/W7168102164","https://openalex.org/W2268825978","https://openalex.org/W2768937452","https://openalex.org/W7214081916","https://openalex.org/W2940174583"],"abstract_inverted_index":{"Banks":[0],"play":[1],"an":[2,44],"important":[3],"role":[4],"in":[5,38,133],"the":[6,17,32,39,53,56,72,135,146,151,155],"Iranian":[7,40,61],"economy":[8,41],"which":[9],"has":[10,35,114],"a":[11,24,115,131],"bank-based":[12],"financial":[13,147],"system.":[14],"We":[15],"examined":[16,80],"impact":[18],"of":[19,26,74,100,137],"exchange":[20,33,111],"rate":[21,34,64,112,127],"volatility":[22,113,128],"as":[23,143],"determinant":[25,132],"banks'":[27,48,89,122],"performance.":[28,49],"In":[29,85],"recent":[30],"years,":[31],"been":[36],"volatile":[37],"and":[42,71,97,117,149],"have":[43],"adverse":[45],"effect":[46,73,120],"on":[47,77,121],"This":[50],"study,":[51],"investigate":[52],"issue":[54],"for":[55,59],"period":[57],"2007-2017":[58],"14":[60],"banks.":[62],"Exchange":[63,126],"fluctuations":[65,76],"are":[66],"derived":[67],"by":[68,106],"GARCH":[69],"method":[70],"its":[75],"bank":[78,141],"performance":[79],"using":[81,103],"panel":[82,104],"data":[83,105],"method.":[84],"order":[86],"to":[87,139],"evaluate":[88],"performance,":[90],"we":[91],"used":[92],"two":[93],"criteria,":[94],"namely":[95],"liquidity":[96],"profitability.":[98],"Estimation":[99],"econometric":[101],"model":[102],"random":[107],"effects":[108],"indicated":[109],"that":[110,154],"negative":[116],"statistically":[118],"significant":[119],"capital":[123],"return":[124],"ratio.":[125],"is":[129],"also":[130],"increasing":[134],"ratio":[136],"lending":[138],"total":[140],"deposits,":[142],"it":[144],"increases":[145],"gap":[148,156],"creates":[150],"credit":[152],"risk":[153],"entails.":[157]},"counts_by_year":[{"year":2026,"cited_by_count":6},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":3},{"year":2020,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2020-07-29T00:00:00"}