Andersen, T. G., & Bollerslev, T. (1998). Deutsche mark–dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies. Journal of Finance, 53(1): 219-265.
 Ang, J. S., & Chua, J. H. (1979). Composite measures for the evaluation of investment performance. Journal of Financial and Quantitative Analysis, 14(2): 361-384.
 Balkema, A. A., & De Haan, L. (1974). Residual life time at great age. The Annals of Probability, 792-804.
 Basci, E., & Kara, H. (2011). Financial stability and monetary policy, Central Bank of Republic of Turkey. Report No. 1108.
 Beaudry, P., & Portier, F. (2007). When can changes in expectations cause business cycle fluctuations in neo-classical settings? Journal of Economic Theory, 135(1): 458-477.
 Becker, K. G., Finnerty, J. E., & Friedman, J. (1995). Economic news and equity market linkages between the US and UK. Journal of Banking & Finance, 19(7): 1191-1210.
 Bernanke, B. S., & Kuttner, K. N. (2005). What explains the stock market's reaction to Federal Reserve policy? The Journal of Finance, 60(3): 1221-1257.
 Bernanke, B., and M. Gertler (1999). Monetary policy and asset market volatility. Federal ReserveBank of Kansas City Economic Review 84(4): 17-52.
 Bernanke, B., & Gertler M. (2001). Should central banks respond to movements in asset prices? American Economic Review Papers and Proceedings 91: 253-257.
 Bernanke, B., Gertler M. & Gilchrist S. (1999). The financial accelerator in a quantitative business cycle framework. In J. Taylor, and M. Woodford (ed.), Handbook of Macroeconomics. North Holland. Amsterdam.
 Bordo, M, & Jeanne O. (2002b). Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy. NBER Working Paper 8966. National Bureau of Economic Research, Cambridge.
 Bordo, M., and O. Jeanne (2002a). Monetary policy and asset prices: does “benign neglect” make sense? International Finance 5(2): 139-164.
 Borio, C., & Zhu, H. (2008). Capital regulation risk taking and monetary policy: a missing link in the transmission mechanism?", BIS Working Papers No. 268. Retrieved from Bank or International Settlements website: http://www.bis.org/publ/work268.pdf.
 Cecchetti, S., Genberg, H., Lipsky, J. & Wadhwani S. (2000). Asset Prices and Central Bank Policy. Geneva Reports on the World Economy, No. 2, ICMB, Geneva and CEPR, London.
 Connolly, R. A., & Wang, F. A. (2003). International equity market comovements: Economic fundamentals or contagion? Pacific-Basin Finance Journal, 11(1): 23-43.
 David, A., & Veronesi, P. (2004). Inflation and earnings uncertainty and volatility forecasts. Manuscript, Graduate School of Business, University of Chicago.
 Dupor, W. (2001). Nominal Price versus Asset Price Stabilization. Working Paper. The Wharton School, Pennsylvania.
 Dupor, W. (2002a). Comment on “monetary policy and asset prices”. Journal of MonetaryEconomics 49: 99-106.
 Dupor, W. (2002b). Stabilising Non-Fundamental Asset Price Movements under Discretion and Limited Information. Mimeo. University of Pennsylvania.
 Ehrmann, M., & Fratzscher, M. (2004). Taking stock: Monetary policy transmission to equity markets. ECB Working Paper No. 354. Available at SSRN: https://ssrn.com/abstract=533023.
 Einian, M. & Barakchian, M. (2012). Measuring and dating business cycles of the economy of Iran, Money and Economy, forthcoming (in Persian)
 Engel, C. M., & Rogers, J. H. (2008). Expected consumption growth from cross-country surveys: implications for assessing international capital markets. FRB International Finance Discussion Paper, (949).
 Engle, R. F., Ito, T., & Lin, W. L. (1990). Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market. Econometrica, (58): 525-542.
 Eslami B. G. & Tayebi S. E. (2014). A novel meta-heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model. Investment Knowledge 3(10): 101-122.
 Fallahpour S., Rezvani F. & Rahimi M. (2015). Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets. Financial Knowledge of securities Analysis 8(26):1-18.
 Fisher, R. A., & Tippett, L. H. C. (1928). Limiting forms of the frequency distribution of the largest or smallest member of a sample. In Mathematical Proceedings of the Cambridge Philosophical Society (Vol. 24, No. 02, pp. 180-190). Cambridge University Press.
 Flannery, M. J., & Protopapadakis, A. A. (2002). Macroeconomic factors do influence aggregate stock returns. Review of Financial Studies, 15(3):751-782.
 Fleming, M. J., & Remolona, E. M. (1997). What moves the bond market? Economic policy Review, 3(4).
 Hamao, Y., Masulis, R. W., & Ng, V. (1990). Correlations in price changes and volatility across international stock markets. Review of Financial Studies, 3(2):281-307.
 Jenkinson, A. F. (1955). The frequency distribution of the annual maximum (or minimum) values of meteorological elements. Quarterly Journal of the Royal Meteorological Society, 81(348): 158-171.
 Lin, W. L., & Ito, T. (1994). Price volatility and volume spillovers between the Tokyo and New York stock markets. In the Internationalization of Equity Markets (pp. 309-343). University of Chicago Press.
 Majumder, S. B., & Nag, R. N. (2015). Return and volatility spillover between stock price and exchange rate: Indian evidence. International Journal of Economics and Business Research, 10(4), 326-340.
 Nabavi C., S. A, Pourbabagol, H., & Dadashpooromrani, A. (2012). A new approach to evaluate the performance of value-at-risk estimators, using genetic algorithms. Investment Knowledge 1(1): 13-42.
 Nasrollahi Z., Shahviri M. & Amiri M. (2011). Comparison of GARCH model and Monte Carlo simulation for estimating the value at risk of foreign exchange portfolio. Economic Research. 10(4): 117-141.
 Peikarjoo K. & Nourallahi N. (2001). Measuring risk of financial institutions and corporates using value at risk method. Journal of Economic Research. 9(5):195-221.
 Pickands III, J. (1975). Statistical inference using extreme order statistics. The Annals of Statistics, 3(1): 119-131.
 Rigobon, R., & Sack, B. (2003). Spillovers across US financial markets (No. w9640). National Bureau of Economic Research.
 Sajjad R., Hedayati S. & Hedayati S. (2014). Estimation of value at risk by using extreme value theory. Investment Knowledge 3(9): 133-155.
 Schwartz, R. A. (Ed.). (1995). Global Equity Markets: Technological, Competitive, and Regulatory Challenges. Irwin Professional Pub.
 Shahmoradi A. & Zangeneh M. (2007). Evaluating the VaR for major indices Tehran Stock Exchange using parametric method. Economic Research. 42(79): 121-149.
 Shiller, R. J., & Beltratti, A. E. (1992). Stock prices and bond yields: Can their comovements be explained in terms of present value models? Journal of Monetary Economics, 30 (1): 25-46.
 Smets, F. (1997). Financial Asset Prices and Monetary Policy: Theory and Evidence. In Lowe, P. (ed.).
 Smets, F. (2013). Financial stability and monetary policy: How closely interlinked? Sveriges Riksbank Economic Review, 3, 121-160.
 Smets, F., & Wouters R. (2003). An estimated DSGE model for the Euro area. Journal of the European Economic Association 1(5):1123-1175.
 Woodford, M. (2010). Financial intermediation and macroeconomic analysis. The Journal of Economic Perspectives, 24(4):21-44.
 Zomorodian G., Shams M., Panahi Y. & Safari Kohreh Z. (2014). Study of explaining the non-parametric models (Monte Carlo) in the value of portfolio risk in order to determine the optimum portfolio investment companies in the capital market of Iran .Financial Engineering and portfolio management. 5(20): 27-40.