دانلود مقالات ISI درباره C32 + ترجمه فارسی

Does the source of oil price shocks matter for South African stock returns? A structural VAR approach

Keywords: C32; C58; G1; Q43; Oil price shocks; Stock returns; Sign-restrictions; Structural vector autoregression;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP

Keywords: C12; C14; C15; C32; E32; G12; Time-frequency domain; Time-spectral density; Wavelets; Covariance-stationarity; Monte Carlo simulation;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue

Keywords: C32; C15; C58; G15; Fractional cointegration; Frequency domain; Full-band estimator; Monte Carlo simulation; Parametric estimation;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

Asymmetries in the revenue-expenditure nexus: A tale of three countries

Keywords: C32; C53; E62; H60; Revenue; Expenditures; Soft-hard budget constraint; Threshold cointegration; Structural breaks; Nonlinearity; Out-of-sample forecast;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Conditional market beta for REITs: A comparison of modeling techniques

Keywords: G12; C12; C13; C32; C40; Conditional market beta; Modeling techniques; In-sample estimate; Out-of-sample forecast; REITs;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2013 سفارش ترجمه

Determining the MSE-optimal cross section to forecast

Keywords: C32; C52; C53; Forecasting; Model selection; VARMA models;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach

Keywords: C14; C32; F4; Export-led growth; Nonparametric cointegration; Nonlinear causality;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Testing for Granger causality in distribution tails: An application to oil markets integration

Keywords: C32; Q40; Extreme risk spillovers; Granger-causality in risk; Distribution tails; Value-at-Risk; Crude oil markets integration;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

An empirical test of exogenous versus endogenous growth models for the G-7 countries

Keywords: C32; E22; O40; Exogenous growth; Endogenous growth; Dynamic factor model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model

Keywords: C22; C32; E52; R31; Monetary policy; House prices; Regime switching;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

The role of credit in the Great Moderation: A multivariate GARCH approach

Keywords: E44; C32; C51; C52; Great Moderation; Mortgage credit; Multivariate GARCH; Causality;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

The causal nexus between oil prices and equity market in the U.S.: A regime switching model

Keywords: Oil price; Equity markets; Markov-switching model; Time-varying Granger causality; Q43; E44; C32;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Covariate unit root tests under structural change and asymmetric STAR dynamics

Keywords: C32; F31; Fourier form; Structural change; Covariate unit roots; Asymmetry; Debt-GDP ratio;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries

Keywords: C12; C32; C33; D90; O40; O47; Per-capita income convergence; Catching-up; Stochastic growth; Technological diffusion function; Panel unit root with breaks;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Trade shocks from BRIC to South Africa: A global VAR analysis

Keywords: C32; C51; F15; BRICS; Trade linkages; Global VAR; Trade shocks;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Inference on impulse response functions in structural VAR models

Keywords: C32; C52; E37; Vector autoregression; Simultaneous inference; Impulse responses; Sign restrictions; Median; Mode; Credible set;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system

Keywords: G10; C21; C32; Price discovery; Liquidity; Trading activity; MTS system;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock

Keywords: Q43; C32; Energy consumption; Real GDP; Capital stock; Structural breaks; Multiple horizon causality;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Forecasting EUR-USD implied volatility: The case of intraday data

Keywords: C22; C32; C53; C58; G17; Exchange rates; Implied volatility; Intraday data; Out-of-sample prediction;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration

Keywords: C22; C32; C58; F36; G01; G15; European integration; EMU; Financial spillovers; Break tests; Stochastic volatility models;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Stable mixture GARCH models

Keywords: C13; C16; C22; C32; G17; Density forecasting; Expected shortfall; Fat tails; ICA; GARCH; Mixtures; Portfolio selection; Stable Paretian distribution; Value-at-risk;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Silver fetters? The rise and fall of the Chinese price level 1928-34

Keywords: C32; E32; E37; F31; F42; N15; Silver standard; Chinese economy; Structural VAR; Counterfactual response;

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

Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? - Evidence from major OECD countries

Keywords: C32; E52; F02; Differential interest rate; Differential unemployment rate; OECD vs.USA; SVAR; Cointegration analysis; Inflation targeting; Monetary policy effectiveness;

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

The real effects of banking shocks: Evidence from OECD countries

Keywords: C32; E32; E44; G21; Bank ROA; Bank capital; Bank reserves; Business cycle; External finance; Banking crisis; Bank lending channel; Financial accelerators; Rajan-Zingales; Reverse causality;

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

On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina

Keywords: C32; F34; F37; G01; Republic of Argentina; Markov-switching model; Regime shifts; Vector autoregressive; Political risk; Sovereign risk;

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

ASSESSMENT OF MODELS TO FORECAST EXCHANGE RATES: THE QUETZAL-U.S. DOLLAR EXCHANGE RATE

Keywords: C32; E44; F31; F41; F37; nominal exchange rate; econometric models; BEER;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2013 سفارش ترجمه

Continuous-time VIX dynamics: On the role of stochastic volatility of volatility

Keywords: C15; C32; G13; G15; VIX; Volatility indices; Jumps; Stochastic volatility of volatility;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2013 سفارش ترجمه

بازگشت به میانگین بازده تسهیلات تصادفی برای انتشار سهمیه CO2 : شواهد تجربی از ETS اتحادیه اروپا

Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS

Keywords: C1; C32; G19; Q29CO2 emissions allowances; Convenience yields; Mean-reversion; Asymmetric clustering; ECM-GARCH; ECM-TARCH

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2013 سفارش ترجمه

Measuring the dynamics of COMESA output connectedness with the global economy

Keywords: Connectedness; Network approach; VAR model; COMESA; F43; C53; C32; F15;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2020 سفارش ترجمه

Are USDA reports still news to changing crop markets?

Keywords: Announcement effects; Big data; Crop futures; Market surprise; Price reaction; USDA reports; C32; D80; D84; G14; Q11; Q13;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2019 سفارش ترجمه

Oil inflows and housing market fluctuations in an oil-exporting country: Evidence from Iran

Keywords: Housing market fluctuations; Oil price shocks; Money shocks; Bayesian Structural VAR; Posterior model probability (PMP); Bayesian Monte Carlo integration method; C32; C53; E52; E32;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Noisy news and exchange rates: A SVAR approach

Keywords: C32; F31; F41; G15; D84; Exchange rates; SVAR; News; Noise; Nonfundamentalness; Invertibility;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2015 سفارش ترجمه

Alternative and nuclear energy consumption–economic growth nexus for Israel: Evidence based on bootstrap-corrected causality tests

Keywords: C32; O13Nuclear energy consumption; Economic growth and bootstrap-corrected causality

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه

Risk modelling and management: An overview

Keywords: Currency hedging strategies; Basel Accord; VIX futures; Mixture models; Extreme value methodologies; Volatility spillovers; Value-at-risk; Extreme market riskC14; C32; C53; C58; G11; G32

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2013 سفارش ترجمه

Simultaneous stochastic volatility transmission across American equity markets

Keywords: C32; G15; Stochastic volatility; Identification; Variance transmission;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2013 سفارش ترجمه

Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries

Keywords: C32; F43; L83; O14; O52Oil price shocks; Tourism income; Economic growth; SVAR; European countries

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

The autumn effect of gold

Keywords: C32; G10; G11; G14; G15; L70Seasonality; Anomaly; Halloween effect; Gold; Silver; Hedge; Safe haven; Jewelery

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal

Keywords: C32; E21; O51Saving rate; Mortgage equity withdrawal; Net wealth; Mortgage interest rates; Vector error correction model

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain

Keywords: Frequency domain; Granger causality; Gross domestic product; Predictive power; Stock prices; C32; E32;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2013 سفارش ترجمه

Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7

Keywords: C32; C51; E31; E32; O40; Inflation; Output growth; Uncertainty; Nonlinearity; Regimes; EGARCH model;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Testing for rational bubbles in the US housing market

Keywords: E31; G12; R21; C32; Rational bubbles; Price-rent ratio; House prices; Cointegration; Vector autoregression;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Quantile cointegration analysis of the Fisher hypothesis

Keywords: C32; E31; E43; Fisher hypothesis; Quantile cointegration regression;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Decomposing U.S. Stock Market Comovement into spillovers and common factors

Keywords: C32; G10Simultaneous system; Latent factor; Identification; Spillover; EGARCH

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts

Keywords: C32; C53; G11Forecast evaluation; Volatility forecasting; Portfolio optimization; Mean-variance analysis

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Fitting survey expectations and uncertainty about trend inflation

Keywords: C32; E31; E37; Survey expectations; Trend learning; Stochastic volatility;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area

Keywords: C32; E17; F37; F42Consumer confidence; Consumption; International linkages; Non-linear modeling

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach

Keywords: G01; C32; C58Hedge fund; Contagion; Risk-adjusted return; Dynamic factor models; Funding liquidity; Flight to safety

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Inflation, output and uncertainty in the era of inflation targeting - A multi-economy view on causal linkages

Keywords: Inflation uncertainty; Inflation; Monetary policy; GARCH; Mean group estimator; E23; E31; C31; C32; C51;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis

Keywords: C32; G01; G11; G12; G15; H63; Government bond yield spread; Spillover; Vector autoregression; Variance decomposition; Impulse response;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

What do the Fama–French factors add to C-CAPM?

Keywords: G12; G14; C32; E44Risk premium; Equity return; Stochastic discount factor; No-arbitrage condition

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه