دانلود مقالات ISI درباره C32 + ترجمه فارسی

Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts

Keywords: C32; G12; G13; Q14Maturity effect; Futures prices volatility; Futures markets

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Credit in the euro area: An empirical investigation using aggregate data

Keywords: C32; C51Credit; Bank lending; Euro area; Cointegration

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

The output gap and the real interest rate gap in the euro area, 1960–2003

Keywords: C32; E43; E52Real interest rate; Euro area; Natural rate; Real rate gap

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Return and volatility linkages between the US and the German stock market

Keywords: G15; C32; Spillovers; Contemporaneous correlation; Information transmission; Intra-day data; GARCH models;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Testing for short- and long-run causality: A frequency-domain approach

Keywords: C32; E43; Causality; Spectral analysis; Output predictability; Interest rates;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Exchange rate pass-through in EMU acceding countries: Empirical analysis and policy implications

Keywords: E42; E52; E58; C32; EMU accession; ERM2; Exchange rate pass-through effect; Policy accommodation; Co-integration analysis; Real exchange rate targeting;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2006 سفارش ترجمه

Financial development and economic growth: Evidence from China

Keywords: C32; O11; G28; Financial development; Economic growth; Multivariate VAR; Causality; China;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2006 سفارش ترجمه

Correlation dynamics in European equity markets

Keywords: C32; G12; G15Correlation dynamics; GARCH

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2006 سفارش ترجمه

Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis

Keywords: C12; C32; G15International financial spillovers; Threshold VAR models; Financial contagion

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2006 سفارش ترجمه

Volatility spillovers and dynamic correlation in European bond markets

Keywords: C32; F30; G15; Volatility spillovers; Dynamic correlation; Bond markets;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

Impact study on the interest rate futures market

Keywords: E43; E58; C32; Eurodollar futures; Federal Open Market Committee; Impact study; Random intervention model; T-Note futures;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

Regional consumption dynamics and risk sharing in Italy

Keywords: E21; R11; C32; Regional risk sharing; Consumption dynamics; Vector error correction model;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

Econometric modelling of slack and tight labour markets

Keywords: E24; J32; E32; C32; E51; Adjustment costs; Asymmetric response; Multiple equilibria; Cointegration; Markov switching;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization

Keywords: C32; G15; F36; Emerging markets; Volatility; Multiple structural breaks; Financial liberalization;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2006 سفارش ترجمه

The impact of federal funds target changes on interest rate volatility

Keywords: E4; E5; C32; Interest rate volatility; Federal funds futures; Federal funds rate target; EGARCH;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Forecasting with Monetary Aggregates: Recent Evidence for the United States

Keywords: C32; C43; E47Forecasting; Regime-switching; Divisia monetary aggregates; Sweep programs

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market

Keywords: C11; C30; C32; Limited information Bayesian estimation; Exogeneity; Identifying restrictions; MCMC algorithms; U.S. gasoline market;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Empirical assessment of the determinants of road energy demand in Greece

Keywords: Q41; Q48; C32; Road demand; Cointegration techniques; Vector autoregression analysis; Energy switching;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters

Keywords: C32; C53; L94; Q40; Price spikes; Regime-switching; Time-varying parameters; Probability of switching; Reserve margin;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Modeling dynamic conditional correlations in WTI oil forward and futures returns

Keywords: C32; G10; Q40; Constant conditional correlations; Dynamic conditional correlations; Multivariate GARCH models; Forward prices and returns; Futures prices and returns; WTI oil prices;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

PPP in the medium run: The case of Norway

Keywords: C22; C32; C51; F31; F41; PPP; Real exchange rate; Econometric analysis;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Measuring monetary independence: Evidence from a group of new EU member countries

Keywords: F3; F36; C32; Monetary independence hypothesis; Exchange rates; Multivariate GARCH models; Dynamic conditional correlation models;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Bayesian point estimation of the cointegration space

Keywords: C11; C13; C32; Bayesian inference; Cointegration analysis; Estimation; Grassman manifold; Subspaces;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

An instrumental variable approach for panel unit root tests under cross-sectional dependence

Keywords: C12; C32; C33; Cross-sectional dependence; Gaussian asymptotics; Instrumental variable estimation; Unit root test;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises

Keywords: C32; G14; F31Currency crisis; Spot exchange rates; Market efficiency

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Keywords: C14; C22; C12; C32; E4; Autocorrelation; Serial dependence; Nonparametric test; Distribution-free test; Heterogeneity; Heteroskedasticity; Symmetric distribution; Robustness; Exact test; Bound; Exponential bound; Large deviations; Chebyshev inequality; Be

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

The exchange rate - A shock-absorber or source of shocks? A study of four open economies

Keywords: C32; E42; F31; F33; Exchange rates; Structural vector autoregression; UK; Canada; Denmark; Sweden; EMU;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

A semiparametric GARCH model for foreign exchange volatility

Keywords: C13; C14; C22; C32; C53; Equivalent kernel; Geometric mixing; Goodness-of-fit; Local polynomial;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2006 سفارش ترجمه

Varying monetary policy regimes: A vector autoregressive investigation

Keywords: E52; E58; E31; C32; Monetary policy reaction function; Structural VAR models; Taylor rule; Volcker disinflation; Parameter instability;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2006 سفارش ترجمه

Price dynamics among U.S. electricity spot markets

Keywords: C32; Q40; Vector autoregression; Electricity pricing; Directed graphs; Forecast error variance; Impulse response functions;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2006 سفارش ترجمه

Dynamics of realized volatilities and correlations: An empirical study

Keywords: C14; C32; C53; G13; Marked-point process; ARMA; Neural networks; GARCH-BEKK; Spread option;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

Introduction to m-m processes

Keywords: C22; C32; Min-max process; Nonlinear error correction model; Neglected nonlinearity; Threshold; Interest rate spread;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

Volatility impulse responses for multivariate GARCH models: An exchange rate illustration

Keywords: C32; G15Multivariate GARCH; Impulse response functions; Exchange rate volatility

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

Bootstrap testing for the null of no cointegration in a threshold vector error correction model

Keywords: C12; C15; C32; Threshold vector error correction model; Cointegration; Threshold cointegration; Bootstrap;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

Valuing volatility spillovers

Keywords: G11; G15; C53; C32; GARCH; Volatility spillover; Portfolio risk; Forecasting;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه

Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector

Keywords: E24; E62; C32; C12; Behavioural models; Wage determination; I(2) cointegration analysis; Companion matrix; Stability; Error correction;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2006 سفارش ترجمه

The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity

Keywords: C32; E32; Coincident and leading indicators; Business cycle; Canonical correlation; Instrumental variable probit; Encompassing;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2006 سفارش ترجمه

Estimation of continuous-time models with an application to equity volatility dynamics

Keywords: G11; G12; G13; C15; C32; C52Continuous-time models; Maximum-likelihood estimation; Density approximation; Equity volatility; Market volatility dynamics

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2006 سفارش ترجمه

Macroeconomic factors and the empirical content of the Arbitrage Pricing Theory in the Japanese stock market

Keywords: C12; C32; G12; APT; Bubble; SUR;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2006 سفارش ترجمه

Term structure of risk under alternative econometric specifications

Keywords: C15; C32; C53; G10; Term structure of risk; Nonlinear econometric models; Simulation methods;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2006 سفارش ترجمه

Maximum entropy ensembles for time series inference in economics

Keywords: C10; C22; C32; Non-stationary series; Dependent-data-bootstrap; Maximum entropy; Fed effect; Doob theorem;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2006 سفارش ترجمه

Bootstrapping GMM estimators for time series

Keywords: C12; C22; C32; Asymptotic refinements; Block bootstrap; Dependent data; Edgeworth expansions; Instrumental variables;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2006 سفارش ترجمه

A multiple indicators model for volatility using intra-daily data

Keywords: C22; C32; C53; Volatility modeling; Volatility forecasting; GARCH; VIX; High-low range; Realized volatility;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2006 سفارش ترجمه

Common cyclical features analysis in VAR models with cointegration

Keywords: C32; Serial correlation common features; Reduced rank structure; Cointegration;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2006 سفارش ترجمه

Chaotic monetary dynamics with confidence

Keywords: E40; E50; C32; Divisia; Chaos; Lyapunov exponent;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2006 سفارش ترجمه

FDI, exports, and GDP in East and Southeast Asia-Panel data versus time-series causality analyses

Keywords: C33; C32; F43; F21; O11; FDI, exports, and GDP; Panel data causality analysis; Granger causality analysis; Economic development; East and Southeast Asia;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2006 سفارش ترجمه

Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Keywords: C32; C12; C15; E4; E5; VAR; Exact test; Monte Carlo test; Maximized Monte Carlo test; Bootstrap; Non-stationary model; Macroeconomics; Money and income; Interest rate;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2006 سفارش ترجمه

Residual autocorrelation testing for vector error correction models

Keywords: C32; Cointegration; Dynamic econometric models; Vector autoregressions; Vector error correction models; Residual autocorrelation;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2006 سفارش ترجمه

Common trends and cycles in I(2) VAR systems

Keywords: C32; C51; C52; Common features; Cointegration; Common cycles; I(2); Reduced rank regression;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2006 سفارش ترجمه

Granger causality and the sampling of economic processes

Keywords: C32; Granger causality; Temporal aggregation;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2006 سفارش ترجمه