دانلود مقالات ISI درباره C32 + ترجمه فارسی

Price and volatility spillovers across North American, European and Asian stock markets

Keywords: G15; C32; Return spillover; Volatility spillover; VAR (15); VAR with exogenous variables; Emerging market;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

How resilient is the German banking system to macroeconomic shocks?

Keywords: C32; E44; Stress testing; Banking; VAR; Financial stability;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Are prior restrictions on factor shares appropriate in growth accounting estimations?

Keywords: O47; C32; Factor shares; Growth accounting; Structural vector autoregressions;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

A stochastic dominance analysis of yen carry trades

Keywords: C32; F31; G11; G15; Stochastic dominance; Uncovered interest parity; Carry trades;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2010 سفارش ترجمه

Structural vector autoregressions with Markov switching

Keywords: Cointegration; Markov regime switching model; Vector error correction model; Structural vector autoregression; C32;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets

Keywords: C22; C32; G17; G32; Volatility spillovers; Multivariate GARCH; Conditional correlation; Asymmetries; Hedging;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys

Keywords: C32; E31; E32; E52; Real-time forecasting; Survey data; Factor model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

Likelihood based testing for no fractional cointegration

Keywords: C12; C15; C32; Error correction model; Gaussian VAR model; Maximum likelihood estimation; Fractional cointegration; Likelihood ratio tests; Fractional Brownian motion;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand

Keywords: C32; G15; Price discovery; Cross-listings; Market microstructure;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2010 سفارش ترجمه

The business cycle and the equity risk premium in real time

Keywords: C32; E32; E44; G12; Stochastic discount factor model; Multivariate exponential GARCH model; Equity risk premium; Real-time macroeconomic data;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Empirical modeling of Japan's markup and inflation, 1976-2000

Keywords: C32; C52; E31; J31; Countercyclical markup; Inflation dynamics; Cointegration; Vector autoregressive model; Weak exogeneity;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations

Keywords: C32; C53; G10; G15; G17; Conditional volatility; Dynamic correlations; Markov-switching; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Monetary shocks, exchange rates and trade balances: Evidence from inflation targeting countries

Keywords: E42; E4; F4; F31; C32; Monetary policy; Inflation targeting; Trade balance; Exchange rate; SVECM;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

The 'Puzzles' methodology: En route to Indirect Inference?

Keywords: C12; C32; C52; E1; Bootstrap; US-EU model; DSGE; VAR; Indirect Inference; Wald statistic; Anomaly; Puzzle;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Does the nominal exchange rate regime affect the real interest parity condition?

Keywords: C32; F21; F31; F41Real interest parity; Nominal exchange rate regime; Panel unit roots; Common factors

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Speed of adjustment in cointegrated systems

Keywords: C32; C52; F31; Half-life; π-life; Speed of adjustment; Impact factors; Vector equilibrium correction; Interim and total multipliers;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2010 سفارش ترجمه

Predictive regression with order-p autoregressive predictors

Keywords: C32; G12Autoregressive; Augmented regression method (ARM)

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Modelling and measuring price discovery in commodity markets

Keywords: C32; C51; G13; G14; Backwardation; Cointegration; Commodity markets; Contango; Convenience yield; Futures prices; Permanent-Transitory decomposition; Price discovery;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey

Keywords: C32; C51; E31; Phillips curve; Nonlinearity; Structural stability;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

Keywords: C32; C52; F41; PPP; Long swings puzzle; Cointegrated VAR; Test of overidentification;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Law, regulation and institutions for financial development: Evidence from India

Keywords: O16; K42; C32; Law and finance; Economic growth; Enforcement of law; Granger causality; India;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data

Keywords: C01; C32; C33; O13; Q43; Energy sector; Panel unit roots; Panel cointegration; Vector Error Correction Models; Granger causality;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Predicting the equity premium with dividend ratios: Reconciling the evidence

Keywords: C22; C32; C53Equity premium; Stock return predictability; Dividend ratios; Out-of-sample prediction

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2010 سفارش ترجمه

Regime switching correlation hedging

Keywords: C32; G13; Correlation hedging; Minimum variance hedge ratio; GARCH model; Markov regime switching; Commodity futures;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias

Keywords: C12; C32; C52; G11Data snooping; Exchange traded funds; Reality check; SPA test; Stepwise test; Technical trading rules

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan

Keywords: G1; C32; Volatility spillovers; Price spilloversl; Stock market linkages;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Out-of-sample comparison of copula specifications in multivariate density forecasts

Keywords: Copula-based density forecast; Empirical copula; Kullback-Leibler information criterion; Out-of-sample forecast evaluation; Semi-parametric statistics; C12; C14; C32; C52; C53;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Activity signature functions for high-frequency data analysis

Keywords: C01; C14; C32; G1; Activity index; Blumenthal-Getoor index; Jumps; Lévy process; Realized power variation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Predictable dynamics in implied volatility surfaces from OTC currency options

Keywords: C32; C53; G13; F37; Implied volatility surfaces; Static factor model; Forecasting;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables

Keywords: C32; Cointegration; Vector autoregression; Rare events; Impulse response;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Local identification in DSGE models

Keywords: DSGE models; Identification; C32; C51; C52; E32;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

The dynamic effects of monetary policy: A structural factor model approach

Keywords: Delayed overshooting puzzle; Monetary policy; Price puzzle; Structural factor model; Structural VAR; C32; E32; E52; F31;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2010 سفارش ترجمه

Econometric modeling of technical change

Keywords: C32; C51; D24; Technical change; Rate and bias; Substitution;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors

Keywords: G10; C32; Oil price shocks; Stock returns; Central and Eastern Europe (CEE); Oil and gas sectors;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Precious metals-exchange rate volatility transmissions and hedging strategies

Keywords: C32; G10; Shocks; Volatility; Correlation; Dependency and interdependency;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Does “hot money” drive China's real estate and stock markets?

Keywords: C32; E44; G12; Hot money; Stock market; Real estate market; China;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

A vector autoregressive model for electricity prices subject to long memory and regime switching

Keywords: C32; Cointegration; Electricity prices; Fractional integration; Long memory; Regime switching;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Analysis of export demand for Ghana's timber products: A multivariate co-integration approach

Keywords: C32; Q23; Q27Co-integration; Error correction; Elasticity; Time series; Timber products trade

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Stress-testing euro area corporate default probabilities using a global macroeconomic model

Keywords: C32; E17; F47; H81; G33Global VAR; Expected Default Frequencies; Corporate sector credit risk; Macro-stress-testing

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Is it a good policy to promote self-employment for job creation? Evidence from Spain

Keywords: C32; M13; J23Cointegration; Entrepreneurship; Non-linearity; Self-employment

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Reinterpreting the Jones critique: A time series approach to testing and understanding idea driven growth models with transitional dynamics

Keywords: O3; O4; C32; Growth; Innovation; Time series econometrics;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Monetary policy surprises and international bond markets

Keywords: C32; E43; E44International bond markets; VAR models; Return variance decomposition; Monetary policy shocks

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

New evidence on the monetary approach of exchange rate determination in Mexico 1994–2007: A cointegrated SVAR model

Keywords: C3; C32; E58Monetary approach to exchange rate (MAER); Mexico; Fundamentals; Exchange rate; PPP; SVAR

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Long-run relations among equity indices under different market conditions: Implications on the implementation of statistical arbitrage strategies

Keywords: C32; G15; Cointegration; International stock markets; Statistical arbitrage;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

Keywords: G15; C32; Global financial crisis; LIBOR-OIS spreads; Vector autoregressive model; Cointegration; Vector error correction;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Fluctuations in the foreign exchange market: How important are monetary policy shocks?

Keywords: C32; E52; F31; F41; Conditional heteroscedasticity; Delayed overshooting; Identification; Structural vector autoregression; Uncovered interest rate parity;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

GHICA — Risk analysis with GH distributions and independent components

Keywords: C14; C16; C32; C61; G20Multivariate risk management; Independent component analysis; Generalized hyperbolic distribution; Local exponential estimation; Value at risk; Expected shortfall

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

An empirical investigation of stock market behavior in the Middle East and North Africa

Keywords: C22; C32; G12; H15CAPM; Integrated; Segmented; MENA; Markov-switching

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2010 سفارش ترجمه

Determinants of households' inflation expectations in Japan and the United States

Keywords: Expected inflation; Structured vector autoregression; Monetary policy; C32; E31; E52;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه

Coordination between monetary policy and fiscal policy for an inflation targeting emerging market

Keywords: C32; C63; E30; Monetary policy; Non-linear state space models; Extended Kalman filter;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2010 سفارش ترجمه