Keywords: G15; G01; C11; C51; Financial market; Speculative bubble; Bayesian recursive estimation; Crash;
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: Iran; Residential electricity demand; Economic development; Electrified villages; ARDL; Structural breaks; Short- and long-run price and income elasticities; C22; C51; D12; Q41; Q43; Q48;
Keywords: C51; E22; E32; Time-to-build; DSGE model; Bayesian estimation;
Keywords: C51; C63; Q40; Q20; Electricity; Lévy processes; Price spikes; Negative prices; Fractional integration;
Keywords: C51; C52; Asymptotic optimality; Autocorrelation; Cross-validation; Lagged dependent variables; Model averaging; Squared error;
Keywords: G10; G12; G13; C51; Overconfidence; Index futures; Day traders; Individual investors; Learning;
Keywords: Cobb-Douglas production function; Markov-switching and mixture innovation models; Real-time; Revisions; C32; C51; D24; E32;
Keywords: C32; C51; G15; F30; Dependence-switching copula; Tail dependence; Systemic risk; Portfolio rebalancing; Return chasing;
Keywords: C51; D24; Panel data; Time-varying individual effects; Factor models;
Keywords: Copulas; Oil prices; Stock markets; Transition economies; C51; C58; F37; Q41; Q47;
Keywords: C51; C22; Model selection; Factor models; Forecasting; Impulse-indicator saturation; Autometrics;
Keywords: C40; C51; C52; L94; Q47; Electricity spot price; Outlier treatment; Price spike; Robust modeling; Seasonality;
Keywords: C51; Q43; L16; Fuel pricing; Retail and wholesale prices; Asymmetric adjustment; Australia;
Keywords: Macro-econometric modelling; Macroeconomics; Fiscal policy; South Africa; C51; C53; C32; E20; E62; H60;
Keywords: C14; C51; C53; Q47; Electricity spot price; Long-term seasonal component; Robust modeling; Forecasting; Wavelets;
Keywords: E43; C51; Smoothed bootstrap; Ridge regression; Nelson-Siegel; Spot rates;
Keywords: Extreme value theory; Index-linked hedging instruments; Copulas; C22; C51; G11; G32;
Keywords: C22; C46; C51; F31; F41; G15; G32; Wavelet decomposition; Oil prices; US dollar exchange rate; Dependence;
Keywords: C51; C52; G11; Crude oil price; Asymmetry; Copula; Tail dependence; Non-exchangeability;
Keywords: C51; G12; G13; G18; Credit risk; Asset-backed finance; Equipment finance; Leasing; Bankruptcy law;
Keywords: Expectation; Bounded rationality; Learning; Imperfect information; Heterogeneity; Macro modelling; Open-economy macroeconomics; C51; D83; D84; E17; E32;
Keywords: C46; C51; G01; G21; G28; Early warning; Dependence; Correlation; Co-movement; Systemic risk; Extreme value theory; Generalized extreme value; Entropy; Financial contagion; Macroprudential surveillance;
Keywords: C51; C20; G10; Implied liquidity; Conic finance; Model sensitivity; Pre-and post-crisis liquidity;
Keywords: J63; J64; C51; C53; Unemployment; Search theory; Vacancies; Matching efficiency; Econometric models;
Keywords: C11; C32; C51; C52; Business cycle; Phase shifts; Regime-switching models; Bayesian analysis; Financial accelerator;
Keywords: C51; E17; E52; E63; Q43; Russia; Macro econometric model; Oil price dependency; Fiscal and monetary policies; Dutch disease;
Keywords: Ownership dispersion; Bank performance; Large shareholders; C23; C51; G21; G28;
Keywords: C13; C51; D22; Stochastic ray production frontier; Distance function; Multiple outputs; Primal approach; Zero output quantities;
Keywords: C51; G21; L11; Copula-based simultaneous stochastic frontier model; Cost frontier; Output price frontier; Stochastic meta-frontier; Technology gap ratio; Potential Lerner index;
Keywords: C02; C51; Scale mixtures; Regularly varying; Pareto distribution; Fast computational speed; Asymptotic dependence; Asymptotic independence;
Keywords: Bayesian estimation; Interest rate rules; Optimal Monetary Policy; Great Moderation; Commitment; Discretion; E58; E32; C11; C51; C52; C54;
Keywords: C14; C51; C58; G01; G14Contagion; Cost-of-carry; Asymmetries; Heterogeneity; Jumps; Liquidity
Keywords: C32; C51; G15; Q40; Conditional volatility; Realized volatility; Time-varying correlation; Diag-BEKK; GARCH; Oil-importing countries; Oil-exporting countries;
Keywords: C51; C68; D58; E13; O41; O51; Q43; Q50
Keywords: C12; C32; C51; C52; G1Up-down market; Risk-return relationship; DCC; MGARCH; Spillover effects
Keywords: Hedonic pricing; Quantile regression; Spatial association; Spline smoothingR12; R23; R3; C21; C51
Keywords: C32; C51; E44; E60; G17Cross correction function; Rolling correlation; Economic uncertainty; BRIC equity markets; Volatility spillovers
Keywords: G01; G18; G32; G38; C21; C51; C63Systemic risk contribution; Tail dependence; Network topology; Sovereign-bank linkages; Value-at-Risk
Keywords: Congestion; Agglomeration; Externalities; Spatial equilibrium; Urban structure; EstimationR13; C51; D62; R40
Keywords: Implied volatility surface; Option realized volatility; Expected volatility surface; Volatility risk premium; Vega-gamma-vanna-volga; Proportional variance dynamicsC13; C51; G12; G13
Keywords: C51; E32; C11DSGE model; Markov switching; MS-DSGEModelo DSGE; Markov Switching; MS-DSGE
Keywords: Global imbalances; Global currency; Dynamic general equilibrium modelingF33; F41; C51; E52
Keywords: Volatility; News arrival; Fractional cointegrationC32; C51; C52; G10
Keywords: Foreclosures; Mortgage repossessions; Mortgage payment delinquencies; Mortgage arrears; Credit risk stress testing; Latent variables modelG21; G28; G17; R28; R21; C51; C53; E27
Keywords: C45; C51; C65; C032C45; C51; C65; O32Innovation potential; Approximation; Neural networks; Fuzzy logicPotencial de innovación; Aproximaciones; Redes neuronales; Fuzzy logic
Keywords: C51; Q24; Q51; Q58European Landscape Convention; Discrete Choice Experiment; Llanada Alavesa; Random Parameter Logit; Willingness to pay; Welfare measure
Hot money and China's stock market volatility: Further evidence using the GARCH-MIDAS model
Keywords: F32; F65; G01; E44; C32; C51; Hot money; Chinese stock market; Nonlinear granger causality test; GARCH-MIDAS; Long-term volatility; Real estate market;
Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation
Keywords: Regional financial contagion; Spatial conditional dependence; Systemic risk; Network dependence; C13; C51; C61; G01;
Interest rate volatility and risk management: Evidence from CBOE Treasury options
Keywords: C51; E44; G12; G13; G14; Interest rate volatility; Volatility indices; Volatility risk premium; Level effect; Unspanned stochastic volatility; Macroeconomic news;
Higher-order statistics for DSGE models
Keywords: Higher-order moments; Cumulants; Polyspectra; Nonlinear DSGE; Pruning; GMM; C10; C51; E1;