دانلود مقالات ISI درباره C32 + ترجمه فارسی

Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets

Keywords: G13; C32; Dynamic hedging strategy; Asymmetric basis effect; Time-varying volatility and correlation of spot and futures returns;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

The effects of resource depletion on coal mining productivity

Keywords: C32; L72; O40; Non-renewable natural resources; Solow Residual; Divisia index; Coal mining;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Hedging index exchange traded funds

Keywords: C32; G10; G15; Exchange traded fund; Minimum variance hedge ratio; Exponential utility; Adjusted Sharpe ratio;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

The comovement between monetary and fiscal policy instruments during the post-war period in the U.S.

Keywords: C32; E52; E62; Fed rate; Deficit; Comovement; Switching regimes;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Models to date the business cycle: The Italian case

Keywords: C14; C22; C32; Business cycle; Non-parametric methods; Parametric methods; Turning points;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Information shares in the US Treasury market

Keywords: G14; G12; D4; C32; Information shares; Treasury market; Microstructure; Futures; Price discovery;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Macroeconomic forecasting in the EMU

Keywords: C32; C53; E65; Forecast pooling; Disaggregate modeling; Monetary policy; Euro area;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian Model Averaging and exchange rate forecasts

Keywords: C32; C53; F31; Shrinkage; Model uncertainty; Forecasting; Exchange rates; Bootstrap;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Did work-sharing work in France? Evidence from a structural co-integrated VAR model

Keywords: C32; E24; E65; J23; Work-sharing; Structural vector error correction model; Employment;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

Keywords: G10; C32; F36; Stock market segmentation; Cointegration; FIVECM; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Monetary policy and the US housing market: A VAR analysis imposing sign restrictions

Keywords: E52; R2; C32; Monetary policy; Housing; VAR;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Foreign exchange intervention and equilibrium real exchange rates

Keywords: F31; C32; E58; Foreign exchange market intervention; Real exchange rates; PPP;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market

Keywords: C32; D40; Q40; Wholesale spot electricity markets; Volatility; Price spikes; Regime-switching; Mean-reversion;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Economic growth and energy consumption revisited - Evidence from linear and nonlinear Granger causality

Keywords: Nonlinear causality test; Neutrality hypothesis; Energy consumption; Economic growth; Q43; C32;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Calendar anomaly in the Greek stock market: Stochastic dominance analysis

Keywords: G15; C32; E44; January effect; Week effect; Day effect; Stochastic dominance; Seasonality; Cumulative density function;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Individual needs and social pressure: Evidence on the Easterlin hypothesis using repeated cross-section surveys of Canadian households

Keywords: C31; C32; I32; Z13Standard of living; Subjective measures of well-being; Needs and aspirations; Econometric analysis

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Halloween or January? Yet another puzzle

Keywords: C32; G15; F36; January effect; Halloween effect; USA; Market efficiency; Seasonality;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Common stochastic volatility trends in international stock returns

Keywords: C32; G15; Stochastic volatility model; Common stochastic trends; Co-persistence in variance;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

The dynamics of volatility transmission and information flow between ADRs and their underlying stocks

Keywords: C32; G15; ADRs; Volatility transmission; Information flow; GARCH; Cross-listed stocks;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

The cointegration relationships among G-7 foreign exchange rates

Keywords: C32; F31; Cointegration vector; Maximum likelihood estimation; Ordinary least squares; Search method;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

A Bayesian view of temporary components in asset prices

Keywords: G12; G14; C11; C32; Predictability; Long run reversal; Kalman filter;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

International evidence on stochastic and deterministic monetary neutrality

Keywords: C15; C32; E51; E52; Deterministic and stochastic neutrality and superneutrality of money; Unit roots; Structural breaks; Resampling methods;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Comovements in international stock markets

Keywords: G1; G15; C32; Realized volatility; Realized correlation; Stock markets; Financial integration; Economic integration;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

A common factor analysis for the US and the German stock markets during overlapping trading hours

Keywords: C32; G15; Stock market cointegration; High-frequency data; Permanent-transitory decomposition;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets

Keywords: G15; C12; C32; F36Latin American equity markets; Regime switching; Volatility; DCC; SWARCH-L

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Are structural VARs with long-run restrictions useful in developing business cycle theory?

Keywords: E2; E3; E13; E32; E37; C32; C51; Vector autoregressions; Technology shocks; Real business cycle; Impulse response;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks

Keywords: C13; C15; C32; ARCH; Idiosyncratic risk; Inequality constraints; Kalman filter; Sequential estimators; Simulation estimators; Volatility;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Hedging with Chinese metal futures

Keywords: C13; C32; G13; Time-varying variance and correlation; Long memory in volatility; Dynamic hedging; Chinese metal futures markets;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Asymmetric currency exposure and currency risk pricing

Keywords: C32; G12; Time-varying currency risk premium; Asymmetric currency exposure; Multivariate GARCH-M;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Estimation of partial differential equations with applications in finance

Keywords: C14; C22; C32; Derivative pricing; Diffusion; Estimation; Nonparametric; partial differential equations;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Temporal aggregation of multivariate GARCH processes

Keywords: C32; Multivariate GARCH; Weak GARCH; Temporal aggregation;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Disaggregated energy consumption and GDP in Taiwan: A threshold co-integration analysis

Keywords: Q42; Q43; C32; Disaggregated energy consumption; GDP; Threshold co-integration; Asymmetric adjustment;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Volatility forecasting: Intra-day versus inter-day models

Keywords: C32; C52; C53; G15; ARFIMAX; ARCH; Option pricing; Value-at-risk; Volatility forecasting;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Oil shock and economic growth in Japan: A nonlinear approach

Keywords: E32; Q43; C32; Oil shock; Economic growth; Nonlinearity structural stability;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Energy consumption and economic growth: Evidence from China at both aggregated and disaggregated levels

Keywords: Q43; C32; Cointegration; Vector error-correction; Energy consumption; Economic growth; China;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Bayesian analysis of a Markov switching temporal cointegration model

Keywords: C11; C12; C32; Bayesian inference; Nonlinear cointegration; Markov switching model; Gibbs sampling; Bayes factor;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Keywords: C11; C32; E3; Bayesian analysis; DSGE models; Model comparisons; Prior elicitation; Nominal rigidities;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach

Keywords: C13; C32; E43; E44; E52; Yield curve; Factor-augmented VAR; Affine term structure models; Dynamic factor models; Forecasting;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution

Keywords: C32; E24; O30; O32; Cointegration; The elasticity of substitution; Production function; VAR-model; Labor markets;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2008 سفارش ترجمه

Commodity currencies and currency commodities

Keywords: C32; F31; F41

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2008 سفارش ترجمه

Methods for inference in large multiple-equation Markov-switching models

Keywords: C32; C52; E4; Density overlap; New MHM; Incremental and discontinuous changes; Composite Markov process; Integrated-out likelihood;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Econometric analysis of structural systems with permanent and transitory shocks

Keywords: C30; C32; E10; Permanent shocks; Structural identification; Error correction models; IS-LM models;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Diagnostic testing for cointegration

Keywords: C32; Fractional cointegration; Diagnostic testing; Specification testing; Cointegrating rank; Semiparametric estimation;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Nonparametric simultaneous testing for structural breaks

Keywords: C12; C14; C32; Conditional mean and variance function; Nonparametric testing; Structural break; Threshold model; Time series analysis;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

That elusive elasticity and the ubiquitous bias: Is panel data a panacea?

Keywords: C32; C33; E22; Capital accumulation; Cost of capital; Panel data; Cointegration;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Testing stock market linkages for Poland and Hungary: A multivariate GARCH approach

Keywords: C32; G15Stock market linkages; Volatility spillovers; Multivariate GARCH model; Asymmetric response of volatility

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Tests for the hysteresis hypothesis in Brazilian industrialized exports: A threshold cointegration analysis

Keywords: F10; C32; International trade; Time series econometrics;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Oil price dynamics (2002-2006)

Keywords: C10; C20; C32; Q4; Characteristic function; Crude oil; Cumulants; Drift; Jump-diffusion; Kurtosis; Option pricing; Skewness; Variance-gamma distribution; Volatility;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Assessing the effects of U.S. shocks on the Canadian economy using alternative identification methods

Keywords: F41; C32; Canada-United States; Business cycle; Inflation; Structural VAR;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Estimation of an adaptive stock market model with heterogeneous agents

Keywords: C13; C15; C32; C51; G12Heterogeneous expectations; Bounded rationality; Evolutionary dynamics; Adaptive beliefs; Efficient method of moments

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه