摘要：The main purpose of this research is to develop a localized model of credit risk management, exchange rate risk and price fluctuations in previous stock price by the use of GARCH approach as a family model. Then, we studied all effects of earlier mentioned variables on stock price return in order to find out any behavior of stock price as well. The mentioned procedure may enable us to have a clear understanding about fluctuation changes and reduce any cognitive limitations related to this variable and submission complete information for bank experts. According to the findings of this research, it was revealed that there is a significant relation between risk credit and exchange risk with the stock price return of banks based upon conditional variants of heteroskedasticity models. Then it is possible to find out any effects of credit risk and exchange risk on the stock price returns of banks completely separate from their predictability difference.
