Keywords: Economic policy uncertainty; Oil prices; Investor sentiment; Islamic stock returns; Ensemble empirical mode decomposition; EEMD; C14; C58; G1;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: C22; C51; C58; Conditional mean model; Markov-switching; Factorial hidden Markov model; Multifractal;
Keywords: G01; C58; C63; Data science; Financial technologies; Graphical models; Network models;
Keywords: C58; G01; G12; Financial crisis; Contagion; Conditional beta; African emerging markets;
Keywords: Liquidity; Market microstructure; High-frequency data; Sovereign bonds; LCR; C58; G12; G28;
Keywords: Random cash flow; Value measure; Utility indifference pricing; Normal mixture; G11; G32; C13; C46; C58;
Keywords: C22; C58; G14; Q41; Oil futures markets; Returns and volatility; OPEC announcements; Nonparametric quantile causality;
Keywords: C11; C15; C52; C58; Time variation; Output gap; Unemployment gap;
Keywords: Q43; Q02; E44; C58; G12; D83; News implied volatility; News-based uncertainty; Oil prices; Oil shocks; Wavelet coherence analysis;
Keywords: Financial contagion; Markov switching; Risk transmission; Volatility spillovers; G11; G17; C32; C34; C58;
Keywords: Term structure of interest rates; Cyclical fluctuations; Bond pricing; TSIR fitting performance; Interest rates forecast; D53; E43; G13; C58; E32; C31;
Keywords: C58; F3; G15; Exchange rate exposure; RMB internationalisation; Chinese financial firms;
Keywords: Variance risk premium; Systemic risk aversion; Long memory; Diebold and Yilmaz (2012); International spillovers; FIVAR; C32; C58; F30;
Keywords: C22; C32; C51; C58; 00-01; 99-00; Electricity prices; Financial return; Volatility; ARCH; Exponential GARCH; Log-GARCH; Multivariate GARCH; Dynamic conditional correlations; Leverage; Nord Pool;
Keywords: C32; C58; G18; G11; Volatility spillovers; Directional connectedness; Oil firms; VAR; Risk network;
Keywords: C12; C13; C58; F31; Hidden Markov model; Generalized Pareto distribution; Extreme behavior; Foreign exchange rate;
Keywords: G17; C58; Sharpe ratio; Rule of thumb; Crocodile rule;
Keywords: C58; G01; G14; Time-varying efficiency; Market efficiency; Integration; Decoupling; Diversification benefits;
Keywords: Implied volatility; Hawkes process; Peaks over threshold; Point process; Extreme events; C32; C53; C58;
Keywords: C58; G12; G17; Bitcoin; Cryptocurrencies; Spillovers; Variance decompositions; Vector autoregression;
Keywords: Yield curve; Economic activity; Macroeconomic factors; Dynamic Nelson Siegel model; Sovereign bond markets; Monetary policy; G12; G15; G010; C58; G2;
Keywords: Algorithmic trading; Austrian stock market; Market liquidity; G10; C58;
Keywords: C32; C58; G13; G15; Q14; Q42; Biofuel; Spot prices; Futures prices; Returns; Volatility; Risk; Co-risk; Bio-ethanol; Corn; Sugarcane; Diagonal BEKK model; Co-volatility spillover effects; Hedging; Risk management;
Keywords: Q41; Q47; G13; G17; C53; C58; Volatility forecasting; Investor fear gauge; Crude oil futures; HAR models; Realized volatility;
Keywords: Agent-based models; Estimation; Markov chain Monte Carlo; Particle filter; G12; C15; C58;
Keywords: C58; G12; G17; G24; Sovereign risk; Credit yield curve; Global financial crisis; Sovereign ratings;
Keywords: Clean energy equities; Crude oil; Multivariate GARCH; Optimal hedge ratios; VIX; C58; G11; G15; Q43;
Keywords: C32; C58; G11; Multivariate HEAVY; Long memory; Dynamic conditional correlation; Forecasting; Fractional integration;
Keywords: C58; D30; G12; Tail distributions; High frequency returns; Power laws; Time-varying volatility;
Keywords: Laplace transform; Convolution; Spot volatility; Non-parametric estimation; High frequency data; Microstructure noise; C14; C58;
Keywords: C58; F37; G11; G14; Oil prices; Islamic stock markets; Risk spillovers; Copula; Delta CoVaR;
Keywords: C58; G12; G14; G15; Ultra-high-frequency data; Volatility; Bad news; Informed trading;
Keywords: Financial instability; Financial Stress Index; Macroeconomic dynamic; Markov switching; Monetary policy; Emerging markets; C32; C58; E44; G14;
Keywords: C58; F31; G12; G14; G15; Information flow; Jump identification; Macroeconomic announcements; Price discovery process; Price jumps;
Keywords: G1; Q51; C58; Greening; News; Stock price returns; Environment;
Keywords: Water; Energy; Agriculture; Multifactor market model; State space models; Stock prices; Q25; Q21; G11; C58; E39;
Keywords: C58; C61; G22; G11; 49K10; 49K20; 49L20; Probability of ruin; Optimal reinsurance; Stochastic control; Compound Poisson; Diffusion approximation;
Keywords: G32; C33; C52; C58; Capital structure; Managerial experience; Trade-off theory; Upper-echelons theory; System GMM;
Keywords: Commodity currency; BEKK; Hawkes model; Value at risk; C11; C58; C22; F30;
Keywords: CoVaR; Emerging markets; Local currency debt; Contagion; Systemic risk; C58; F21; F34; G11; G15; G32;
Keywords: Financial contagion; Markov chain; Regime-switching; Vine copula; G15; C34; C58;
Keywords: C22; C58; Q31; Oil returns and volatility; Mergers and acquisitions; Oil & gas industry; Nonparametric quantile causality;
Keywords: C53; C58; G01; Currency crises; Early warning systems; Logit; Markov-switching; Turkey;
Keywords: C58; C22; C53; Volatility; GARCH-MIDAS; Leverage effect; Forecasting;
Keywords: G21; G23; C58; Credit risk exposure; Systemic risk; Financial stability; Financial market infrastructure; Extreme value theory; Clearing; Settlement;
Keywords: Gold; Silver; Quantile cointegration; Time-varying; State-dependence; C32; C58; G11; G15;
Keywords: C32; C58; E170; G21; Non-performing assets (NPA); Macro stress testing; Resilience assessment; Capital adequacy; BASEL norms;
Keywords: C32; C58; G10; Return spillover; Equity markets; Pacific Basin;
Keywords: Value-at-Risk; Forecasting; Wavelet decomposition; Regulatory back-testing; C53; C58; G17; G28; G32;
Keywords: C58; G10; G12; Q50; Green bonds; Financial markets; Co-movements; Dependence; Price spillovers;