Keywords: C22; C52; G12; E52; Equity indices; Monetary policy rate uncertainty; Option implied volatility; Realized volatility; Risk-free interest rates; Volatility forecasting;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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; C58; G14; G15; Oil returns and volatility; Rare disasters; Nonparametric quantile causality;
Keywords: Q43; C22; C23; E20; O44; O11; GDP; Electricity consumption; Wavelet transform; Panel data; Granger causality;
Keywords: C14; C22; G01; Q40; Dependence structure; Nested Archimedean copula; BiVaR;
Keywords: Oil prices; Stock markets; Contagion; International propagation; C22; C58; P36; G11; Q41;
Keywords: Public debt; Household debt; Nonfinancial corporate debt; Economic growth; Heterogeneity; Euro area; Peripheral euro -area countries; Central euro-area countries; C22; D12; F33; H63; O16; O40; O52;
Keywords: C22; G1; Return predictability; Variance ratios;
Keywords: F30; G14; G15; C14; C22; O53; Realized volatility; Realized correlation; Statistical properties; Indian stock market;
Keywords: Oil price; Islamic stocks; Sectoral; Non-linear ARDL; C22; C50; F30; G10; G12; Q43;
Keywords: C22; E44; G1; Emerging markets; Decomposed returns; Stock market efficiency; Stock market integration; Multifractal;
Keywords: Credit default swaps; Stock returns; Volatility; Nonparametric causality-in-quantiles tests; Quantile-on-quantile; C22; G15;
Keywords: F31; F37; C22; C53; Uncertainty; Exchange rates; Forecasting; Uncovered interest rate parity; Interest rates;
Keywords: C22; G12; G15; Emerging stock markets; International capital flows; Predictive regression; IVX filtering;
Keywords: C22; C24; G12; G13; G18; Q02; Q11; Range based volatility; Wheat futures; Speculation;
Keywords: C22; G14; G15; F50; Terrorism; Terrorist attack; Stock market; Foreign exchange market; Event studies; Quantile regression;
Keywords: G11; G12; C02; C22; C61; Optimal investment; Net debt ratio; Collateral security; Diffusion and credit risks; Real wealth; Financial crisis;
Keywords: C22; G15; Conditional jumps; Poisson process; ARJI-GJRGARCH; Sub-Saharan African foreign exchange markets;
Keywords: C13; G14; C22; Additive nonparametric models; Deterministic trend; Pairs trading; Series estimator; Stationary and locally stationary processes; Unit root process;
Keywords: C01; C12; C22; Continuous-time factor model; Factor loading matrix; High dimensional itô process;
Keywords: C22; Q41; Q43; Granger-causality; Quantile regression; Oil prices; Renewable energy consumption; Economic growth;
Keywords: C22; F34; H63; O40; O57; Public debt; Economic growth; Granger causality; Nonlinear causality; SYS-GMM;
Keywords: C22; C52; C53; F31; Exchange rates; Forecasting; Sovereign risk; CDS; Term structure models;
Keywords: C14; C22; C52; C53; G15; Stock market; Implied volatility; Volatility forecasting; Singular Spectrum Analysis; ARFIMA; HAR; Holt-Winters; Model Confidence Set; Model-averaged forecasts;
Keywords: C22; Q43; Energy consumption; Economic growth; Quantile-on-quantile approach;
Keywords: Rule-based intervention; Portfolio balance; Foreign exchange policy; Regression discontinuity; Non-linear impulse response; E58; F31; C22;
Keywords: Capital; Rate of return; Growth; Economic law; Econometrics; China; C22; C82; E13; E22; J24; N15; O11; O53;
Keywords: C11; C22; G11; G12; Return forecasting; Predictive regression; Model switching; Portfolio exercise; Certainty equivalent return;
Keywords: C22; Q02; Q43; Generalized SADF; Energy; Oil; Explosive behavior; Bubbles;
Keywords: C22; E32; E44; G12; Stock market betas; Mixed data sampling (MIDAS); Low-frequency component; High-frequency component; Macroeconomic indicators;
Keywords: C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: C22; G15; G17; Cross-quantilogram; Directional predictability; Developed market; Emerging market; Uncertainty;
Keywords: C53; C22; C58; C52; C32; Forecast evaluation; Realized variance; Volatility; Jumps; Semimartingale;
Keywords: C13; C22; C26; C36; C51; GMM; Weak instruments; Break-point; Change in identification strength;
Keywords: C13; C22; F23; F31; Exchange rate exposure; Economic exposure; Long horizon regression; Overlapping data;
Keywords: C32; C22; C18; Unit root testing; Cointegration; Augmented Dickey-Fuller test; Akaike Information Criterion (AIC); Bayesian Information Criterion (BIC); Modified Akaike Information Criterion (MAIC);
Keywords: E52; E44; G14; C22; Monetary Policy transmission; Stock prices; Time varying parameter model;
Keywords: C22; C10; Long memory; Products of time series; Squared time series; Fractional cointegration;
Keywords: C22; E44; F36; G17; G19; Dynamic correlation; Implied volatility; KOSPI200; Macroeconomic variables; VKOSPI;
Keywords: Computation time; Fractional integration; Fourier transforms; GARCH; Long memory; High-frequency data; C22; C51; C53; C58;
Keywords: C22; C53; Forecasting; Forecast evaluation; Change point detection; Bayesian estimation;
Keywords: C12; C22; Linear trend; Time-varying variance; Unit root; Robust test;
Keywords: Purchasing power parity; Real exchange rate; Nonlinearity; Smooth transition; Turkey; C22; C61; F31; F41;
Keywords: EMU sovereign debt; Market liquidity; Out-of-sample prediction; Predictability of yield spread changes; C22; C53;
Keywords: C22; C31; D63; Q48; Alaska; ARDL; Income; Inequality; Oil; Permanent Fund Dividend;
Keywords: C22; G15; Islamic banking; Geographical environment; Panel data; Quantile regression; Nonlinearity;
Keywords: C1; C2; C12; C22; C26; Dynamic least squares regression; Serial correlation; Conditional heteroscedasticity; Maximum overlap discrete wavelet transformation;
Keywords: C22; C52; C55; Volatility forecasting; Oil futures price; Realized range-based volatility; Volatility of realized range-based volatility; Model confidence set;
Keywords: C22; Q02; Investor sentiment; Gold returns; Intraday volatility; Volatility jumps;
Keywords: G32; C14; C22; C53; Value-at-risk; Liquidity risk; Extreme value theory; Basel capital accord;
Keywords: Financial econometrics; GARCH; Memory; Risk prediction; Skewness; C22; C51; C58; G17; G15;