دانلود مقالات ISI درباره C22 + ترجمه فارسی

The economics of options-implied inflation probability density functions

Keywords: C22; E31; E44; G12Inflation; Floors and caps; Derivatives; Forward martingale measure; Physical measure

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

The inflation–output nexus: Empirical evidence from India, South Africa, and Brazil

Keywords: C22; E31; E32Output; Inflation; EGARCH model; Volatility

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Risk and return: Long-run relations, fractional cointegration, and return predictability

Keywords: C22; C32; C51; C52; G12; G14High-frequency data; Realized and options implied volatilities; Volatility risk premium; Long-memory and fractional cointegration; Return predictability

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism

Keywords: C22; G32; L83Tourism; Size effects; Small-firm effects; Financial performance; Spillover effects; MGARCH; VARMA; BEKK

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Is exchange rate - Customer order flow relationship linear? Evidence from the Hungarian FX market

Keywords: Customer order flow; Markov Switching model; Structural threshold model; Microstructure; Exchange rate; C22; F31; G15;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan

Keywords: Q43; Q48; Q10; C22; C52Electricity consumption; Agriculture growth; Causality; Error Correction Modelling; India; Pakistan

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Risk spillovers in international equity portfolios

Keywords: Risk spillover; portfolio risk; currency risk; variance forecasting; international portfolio; Wishart distributionC13; C16; C22; C51; C53; G17

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

The rise and fall of S&P500 variance futures

Keywords: C22; G32; G01Risk management; Financial derivatives; Futures; Options; Swaps; 3-Month variance futures; 12-Month variance futures; Risk exposure; Volatility

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

On the market risk of securitized timberlands

Keywords: C22; G12; Q24Copula; Distribution; Diversification; Tail dependence; Time varying

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Are Southeast Asian real exchange rates mean reverting?

Keywords: C12; C22; F31; Purchasing Power Parity; Nonlinear Threshold Models; Southeast Asian Real Exchange Rates;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Investment expenditure and capital accumulation in an inflationary environment: The case of Turkey

Keywords: C22; E01; E22; E39Willingness to invest; Private fixed capital accumulation; Fuzzy set theory; Turkey

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Currency hedging strategies using dynamic multivariate GARCH

Keywords: G32; G11; G17; C53; C22; Multivariate GARCH, Exchange Rates, Hedging;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Risk and return in the Tehran stock exchange

Keywords: C22; C32; G12; G15Conditional correlation and skewness; Efficiency; Emerging and frontier markets; ICAPM; Integration and segmentation

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Can US economic variables predict the Chinese stock market?

Keywords: C22; C53; F3; G12; G17Chinese stock market; Return predictability; International investment

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Monetary policy and stability during six periods in US economic history: 1959–2008: a novel, nonlinear monetary policy rule

Keywords: C22; C54; E3; E5Monetary policy rule; Economic stability; Taylor rule; Nonlinear methods; USA

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

U.S. prompt corrective action and bank risk

Keywords: G18; G28; C22; Prompt corrective action; Credit risk; Default risk; Cointegration; Switching cointegration;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2013 سفارش ترجمه

Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound

Keywords: C22; F31; F41Exchange market pressure; Currency misalignment; Time-varying-coefficient

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Fiscal deficits under financial pressure and insolvency: Evidence for Italy, Greece and Spain

Keywords: C22; E62; H61; H62Fiscal policy; Budget deficit; Sustainability; Revenues; Expenditures; Structural breaks; Threshold cointegration

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2013 سفارش ترجمه

Macroeconomic consequences of terrorism in Pakistan

Keywords: C22; E24Terrorism; Inflation; Poverty; Cointegration; Pakistan

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices

Keywords: C12; C22; C58; G12Mean reversion; CAPM; Stock returns; Transitory components; Firm size; Continuous time models

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2013 سفارش ترجمه

Time-varying mixture GARCH models and asymmetric volatility

Keywords: C22; C51; G10GARCH; News impact curve; Leverage effect; Down-market effect; Mixtures; Time-varying weights; Value-at-risk

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Market-oriented banking, financial stability and macro-prudential indicators of leverage

Keywords: C13; C22; C51; G21; G32Leverage; Financial stability; Market-oriented banking; Liquidity; Basel III; Kalman filter

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures

Keywords: G32; G17; C53; C22; C11Value-at-Risk; Daily capital charges; Basel Accord; VIX futures; Bayesian strategy

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2013 سفارش ترجمه

Conditional correlations and volatility spillovers between crude oil and stock index returns

Keywords: C22; C32; G17; G32Multivariate GARCH; Volatility spillovers; Conditional correlations; Crude oil prices; Spot; Forward and futures prices; Stock indices

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2013 سفارش ترجمه

Financialization, crisis and commodity correlation dynamics

Keywords: G01; G11; C22; Smooth transition; Financial integration; Global financial crisis;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation

Keywords: C22; G01; G12; E43ARDL modeling; Bond yield conundrum; Investor demand; Subprime crisis; Structural breaks

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه

The leverage effect puzzle: Disentangling sources of bias at high frequency

Keywords: G12; C22; C14High frequency data; Leverage effect; Market microstructure noise; Latent volatility; Correlation

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2013 سفارش ترجمه

Do investors' sentiment dynamics affect stock returns? Evidence from the US economy

Keywords: G11; G14; C14; C22; Investors' sentiment; Stock returns; Non-linear Granger causality;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Fractional integration and the volatility of UK interest rates

Keywords: C22; E43; Fractional integration; Interest rates; Conditional volatility;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

On the asymmetric relationship between the size of the underground economy and the change in effective tax rate in Taiwan

Keywords: C22; H26; O17; Underground economy; Effective tax rate; Unit root test;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

On tests for linearity against STAR models with deterministic trends

Keywords: C12; C22; Nonlinearity; Smooth transition; Deterministic trend;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies

Keywords: C13; C22; Efficiency; Factoring likelihood; Realized variance;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Some properties of periodically collapsing bubbles

Keywords: C22; Periodically collapsing bubbles; Multiplicative stochastic processes; Heavy-tailed distributions; Stochastic unit roots;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Has US inflation really become harder to forecast?

Keywords: C22; C53; E31; Inflation forecast; Noncausal time series; Phillips curve;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

The stationarity of consumption-income ratios: Evidence from bootstrapping confidence intervals

Keywords: C22; E21; Consumption-income; Unit root; Confidence interval; Bootstrapping;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

On the origin of high persistence in GARCH-models

Keywords: C13; C22; Minimum distance estimates; Structural change; Long memory; GARCH;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2012 سفارش ترجمه

Testing the functional constraints on parameters in regressions with variables of different frequency

Keywords: C12; C13; C22; C51; C52; Constraint; Restriction; MIDAS; Specification; Test;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets

Keywords: C22; C53; G12; Mixed Data Sampling regression model; Conditional volatility forecasting; Emerging markets;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

On general periodic time-varying bilinear processes

Keywords: C22; C19; C13; Periodic models; Bilinear processes; Periodic bilinear processes;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

Long memory and changing persistence

Keywords: C12; C22; Long memory; Changing persistence; Structural break; Semi-parametric estimation;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

Estimating GARCH volatility in the presence of outliers

Keywords: C22; Financial markets; Heteroscedasticity; QML estimator; Robustness;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

On the correlations of trend-cycle errors

Keywords: C13; C22; Trend-cycle decomposition; Unit-root; Maximum likelihood;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

An infimum coefficient unit root test allowing for an unknown break in trend

Keywords: C22; Unit root test; Trend break; Minimum Dickey-Fuller test;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

Explosive U.S. budget deficit

Keywords: H62; C22; Budget deficit; Sustainability; Periodically collapsing; Recursive unit root test; Explosiveness;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries

Keywords: C22; F36; Fourier stationary test; Structural change; Trend breaks; Real interest rate parity;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2012 سفارش ترجمه

A simple test for linearity against exponential smooth transition models with endogenous variables

Keywords: C12; C15; C22; Exponential smooth transition model; Endogeneity; Linearity test;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

Nonlinear adjustment in the real dollar-euro exchange rate: The role of the productivity differential as a fundamental

Keywords: C22; F31; Nonlinearities; Real exchange rate; Productivity differential fundamental;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

The energy consumption-real GDP nexus revisited: Empirical evidence from 93 countries

Keywords: C22; Energy consumption; Real GDP; Panel causality;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration

Keywords: C13; C22; R31; Asymmetric cointegration; Nonlinear ARDL (NARDL); Asymmetric dynamic multipliers; House prices;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه

Modeling crime in Japan

Keywords: C22; A14; K42; Crime; Cointegration; Time series; Japan;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2012 سفارش ترجمه