Keywords: Sentiment; Stock returns; Emerging market; Wavelet analysis; C22; C32; G10; G12;
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: Spot gold; Stock; MGARCH; Correlation; Volatility spillovers; G11; G12; C32; C52;
Keywords: Implied volatility; Hawkes process; Peaks over threshold; Point process; Extreme events; C32; C53; C58;
Keywords: C32; H63; H68; H81; Eurobonds; Sovereign debt sustainability; Sovereign debt crisis; Euro area;
Keywords: C32; G01; E44; E32; Financial conditions index; Dynamic model averaging; Nonlinear logistic smooth transition vector autoregressive model;
Keywords: C32; G14; G15; Price discovery; Dealership market; Dealers' quotations; Price efficiency; Quoting activity; China's inter-bank bond market;
Keywords: Growth models; Long-run relations; Oil exporters; Kuwaiti economy; Oil revenue and foreign output shocks; C32; C53; E17; F43; F47; Q32;
Keywords: Code: C1; G1; G10; G13; C13; C32; Wavelet analysis; CAPM; Equity betas; Sectors;
Keywords: C32; C51; G12; G15; Dependence-switching copula; Tail dependence; return-volume dependence; Liquidity; Information flow;
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: Exchange rate volatility; Commodity trade; Pooled mean group; Nonlinear ARDL; India; C32; C33; F14;
Keywords: Market microstructure; Heterogeneous agent models; Time-varying arbitrage; Price discovery; C32; C5; G15;
Keywords: Foreign exchange intervention; Self-selection; JPY/USD exchange rate; Censored data; Tobit; Inverse probability weights; Local projections; C14; C32; E52; E58; F31;
Keywords: C32; E43; E47; F44; F47; Interest rates; Subjective uncertainty; Surveys of professional forecasters; Macroeconomic fluctuations; Structural VAR;
Keywords: Cross-border claims; Capital flows; Credit supply shock; Leverage; Exchange rates; House prices; International financial intermediation; C32; E44; F44;
Keywords: Chinese stock market; Risk contribution; CoVaR; Tail risk; E30; C32; C54; G18;
Keywords: C32; C58; G11; Multivariate HEAVY; Long memory; Dynamic conditional correlation; Forecasting; Fractional integration;
Keywords: C32; C51; C53; L71; Q47; Rig rates; Capacity utilization; Oil price; Forecasting;
Keywords: Asset price bubbles; Market sentiment; Supremum Augmented Dickey-Fuller; Gold; G12; G40; C15; C32;
Keywords: C32; E32; F44; Volatility; Business cycle; Bayesian model selection;
Keywords: C32; E24; E52; Wage Phillips curve; Inflation; Unemployment; Threshold vector autoregression;
Keywords: C32; Change-point; Segmented regressions; Break dates; Hypothesis testing; Multiple equations systems;
Keywords: C32; C53; Term structure of implied volatility; Local parametric models; Forecasting;
Keywords: C12; C18; C32; F31; G15; Time-varying Granger causality; Equity returns; Currency returns;
Keywords: C32; E44; Q43; Chinese stock market; Wavelet; Quantile regression analysis;
Keywords: C32; F31; G15; Q43; Diagonal BEKK; Oil prices; Stock markets; Exchange rates; Impulse response; Function; Dynamic correlation;
Keywords: C32; F36; G15; Emerging markets; Exchange rates; GARCH model; Macro news;
Keywords: Stock's IATS; Google trends; Memory; Fluctuation analysis; C14; C15; C32; C53; G17; Q47;
Keywords: Commodity returns and flows; Granger causality; Nonlinearity; Time and frequency domains; Wavelet; C32; C53; Q02;
Keywords: Financial instability; Financial Stress Index; Macroeconomic dynamic; Markov switching; Monetary policy; Emerging markets; C32; C58; E44; G14;
Keywords: Q47; C32; C52; Crude oil volatility; Long memory; Markov switching; GARCH modelling; Volatility forecast;
Keywords: Trading activity; Multiple-horizon Granger causality; Open interest; C12; C32; G11; G12;
Keywords: Fractional integration; FIVAR model; Impulse response; Variance decomposition; E52; C32;
Keywords: C32; Mortality modelling; Age/period/cohort models; Multi-population modelling; Coherent mortality projection; Gravity model;
Keywords: C32; G12; G15; Contagion; Oil market; Chinese stock sectors; Extreme returns; Co-exceedances;
Keywords: G15; D81; F31; C32; Price of gold; Economic policy uncertainty; VIX; Partisan conflict; Price of oil; Real exchange rate;
Keywords: Gold prices; Festivals; Gold jewelry; Gold price volatility; GARCH with covariates; News-magnifying model; C32; C51; C52; G14; G15; L70; Q02;
Keywords: C32; F31; G13; G14; Price discovery; Lead-lag relation; Currency market; Error correction model; Cost-of-carry model;
Keywords: C32; F36; F37; G10; G11; G15; Asia banking sector; International correlation; Dependency; Copula model;
Keywords: C22; C32; C53; Q53; Q54; CO2 emissions; Forecasting; Global temperature anomaly; Univariate and multivariate models;
Keywords: Stock markets; Volatility; VECM; MGARCH model; C32; G11; G15;
Keywords: Transfer entropy; Volatility transmission; Oil market; Forecast averaging; C32; C35; G19;
Keywords: Gold; Silver; Quantile cointegration; Time-varying; State-dependence; C32; C58; G11; G15;
Keywords: Markov-switching; Heteroscedasticity; Identification; Sovereign-bank interlinkages; Sovereign risk; Credit default swap; Contagion; C32; E44; G10;
Keywords: C22; C32; C52; C53; Volatility forecasting; Oil futures price; Realized range-based volatility; Jump; Jump intensity;
Keywords: C22; C32; G02; G10; G12; Sentiment; Macroeconomic; Risk factors; Stock returns; Time-frequency analysis;
Keywords: C32; C58; E170; G21; Non-performing assets (NPA); Macro stress testing; Resilience assessment; Capital adequacy; BASEL norms;
Keywords: Financial crisis; Metal futures; Structural breaks; Time-varying volatility spillovers; C32; Q02;
Keywords: C32; C58; G10; Return spillover; Equity markets; Pacific Basin;
Keywords: Energy efficiency; Energy intensity; Economic growth; Panel cointegration; Granger causality; Vector autoregressions; C32; C33; O13; Q43;