Keywords: C32; C12; Cointegration; Weak identification; Bound test; Simulation-based inference;
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: C32; C58; G01; G14; G15; Spillovers; Contagion; Realized volatility; HAR-RV model; Structural breaks;
Keywords: C32; C53; E32; Q43; Asymmetry; Oil fluctuation; Factor Augmented Vector Autoregression; Real economic activity;
Keywords: C32; C33; E24; J64; R23Unemployment; Hysteresis; Panel unit root tests; Structural breaks; Cross-sectional dependence
Keywords: G11; G12; C32; Option-implied volatility; VIX; MOVE; Common information; Information spillover; Regime switch;
Keywords: C32; N50; Q41; Oil demand shocks; OPEC; Crude oil production; Price elasticity of crude oil supply;
Keywords: C22; C32; C51; E6; Q28; Q48; New energy stocks; Fossil fuel stocks; Market spillovers; Asymmetric BEKK; China;
Keywords: Asymmetries; Forecasting; Gasoline; Crude oil; Rockets & Feathers; C22; C32; C53; Q40; Q47;
Keywords: C32; G20; G21; Non-interest income; Macroeconomic shocks; Financial stability; Macroprudential policy; EGARCH;
Keywords: Credit cycle; NBER economic cycle; Monetary cycle; Credit supply cycle; Markov switching regimes; Market risk; Liquidity risk; C32; C52; C61; G12; G13;
Keywords: Economic Policy Uncertainty; Oil price shock; Spillover index; Structural vector autoregression; Variance decomposition; Impulse response function; C32; C51; E60; Q43; Q48;
Keywords: C32; E43; E63Public debt management; Fiscal and monetary policies; Kalman FilterGestão da Dívida Pública; Políticas Fiscal e Monetária; Filtro de Kalman
Keywords: 3900C22; C32; D12Asymmetric error correction; Long-run; Short-run; Consumer confidence indicator; Psychological motives
Keywords: C11; C32; C52; C53; C66; Bayesian model averaging; Dynamic factor model; Dual Kalman filter; Forecasting;
Keywords: F18; O13; C23; Q53; C32; Environmental Kuznets curve (EKC); ARDL bounds test; CO2 emissions; Economic growth; Energy consumption;
Keywords: Eurozone; VAR model; Structural break; Bootstrap methods; C32; C5;
Keywords: E31; E52; C32; F42Commodity prices; CVAR analysis; Global liquidity; Inflation; International spillovers
Keywords: C32; C50; C58; Change point; Functional data; Integrated time series; Intraday price curves; Test of stationarity;
Keywords: C32; C12; Structural breaks; Time varying parameters; Convergence of experiments; Asymptotic efficiency of tests;
Keywords: C32; C53; G11; G14; Technical trading rules; Short-selling; Market conditions;
Keywords: C32; G12; G14; Q4Oil price shocks; Time-varying correlation; Chinese stock market; US stock market; Industrial sectors; Scalar-BEKK
Keywords: C13; C32; C68; E32; O3; Cycles; Technology shocks; Investment-specific shocks; R&D; VAR;
Keywords: C32; Unbalanced cointegration; Long run parameters; Nonlinear least squares; Type II fractional Brownian motion;
Keywords: C32; H63; H68; H81; Eurobonds; Stability bonds; Sovereign debt sustainability; Sovereign debt crisis; Fan charts;
Keywords: G11; G15; G17; G23; G01; C32; C53; C58; Multivariate GARCH; Conditional correlations; Currency futures; Optimal hedge ratios; Hedging strategies;
Keywords: Exchange rate dynamics; Macroeconomic fundamentals; Stochastic discount factor; Term structure of interest rates; Unscented Kalman filterF31; G12; E43; C32
Keywords: C32; E44; E51; E52Identification; VAR; Bank lending; Monetary policy
Keywords: G12; C32; C51; C52; Stock market illiquidity; Divisia money; GDP growth; Non-linear model; Real-time data;
Keywords: G12; C32; C58; Stock price decomposition; State-space model; Weak identification; VAR return decomposition;
Keywords: C32; G15Frontier market; Stock market integration; Financial crisis; Granger causality
Keywords: C32; G01; G21; Systemic risk; Derivatives; Shapley value;
Keywords: C32; E32; R31House price; Residential investment; GDP; Bootstrap; Time varying causality
Keywords: C32; C43; F30; G15; Financial stability; Financial stress indices; Dynamic conditional correlations; Stress spillover index; Financial crises;
Keywords: C32; E30; Sticky wages; Unemployment; Business cycles; New-Keynesian models;
Keywords: C32; G11; G15Herding; Smooth transition regime switching; Gulf Arab stock markets
Keywords: C32; C33International equity markets convergence; Industry effects; Panel convergence methodology
Keywords: G12; C32; E32; Intertemporal risk-return relation; Bivariate moving average representation;
Keywords: C15; C32; C53; E32; G17; Risk contribution; Conditional value-at-risk; Euler capital allocation; Hoeffding decomposition; Default probability;
Keywords: C11; C14; C32; Bayesian non-parametrics; Dirichlet process; Panel vector autoregressive process; Pitman-Yor process; Stick-breaking process;
Keywords: C32; E52; E58; Global liquidity; Cointegration; Commodity prices; Common components; Markov-switching error correction;
Keywords: C32; E43; E58; G01; G21; Interest rate pass-through; Financial crisis; Interbank interest rate; Regime-switching vector autoregressive models; Euro area;
Keywords: C32; F31Exchange rate; Macroeconomic fundamentals; Pacific Rim countries; Structural break; Time-varying
Keywords: Oil price; Hedging; Financialization; Futures; DOLS; ECM; C32; Q40; Q43;
Keywords: C32; C51; C52; C53; E43; G12Threshold regime switching model; Macroeconomic variables; Term structure of interest rates; Asset pricing; Nonlinear dynamics; Business cycles
Keywords: G13; C32; Commodity index traders; Hedging; Limits to arbitrage;
Keywords: C32; E62; H20; H50; H60; Fiscal policy; Government spending; Taxes; Primary deficit; Structural vector auto-regression; Identification;
Keywords: Oil price shock; Stock market; NIEs; BRIC; China; C22; C32; F32; F36; G15;
Keywords: C32; C51; G1; G0; Multivariate GARCH; Dynamic correlations; Regime switching; Hidden Markov Decision Tree;
Keywords: C32; C51; G15; Smooth transition model; Copula; Spearman's rho; Tail dependence;
Keywords: C32; C51; C58; G15; Time series; Peaks-over-threshold; Hawkes processes; Extreme value theory;