دانلود مقالات ISI درباره C52 + ترجمه فارسی

Measuring the liquidity part of volume

Keywords: Volatility-volume relationship; Mixture of distribution hypothesis; Liquidity shocks; Information-based trading; Liquidity arbitrage; GMM tests; C51; C52; G12;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Extremum estimation and numerical derivatives

Keywords: C14; C52; Numerical derivative; Entropy condition; Stochastic equicontinuity;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices

Keywords: C52; C53; F31; G17; Q43; Oil prices; US dollar exchange rates; Wavelet; NARDL;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

Realized range volatility forecasting: Dynamic features and predictive variables

Keywords: Realized range volatility; Realized volatility; Long-memory; Volatility forecasting; Macroeconomic variables; C22; C52; C53; C58;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

ECB policy and Eurozone fragility: Was De Grauwe right?

Keywords: Sovereign debt; Eurozone fragility; Self-fulfilling dynamics; European Central Bank; Outright Monetary Transactions; E44; F36; G15; C52;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy

Keywords: Renminbi exchange rates; China; Onshore and offshore markets; GARCH modelsF31; C22; C52

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2015 سفارش ترجمه

Jackknife model averaging for quantile regressions

Keywords: C51; C52; Final prediction error; High dimensionality; Model averaging; Model selection; Misspecification; Quantile regression;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2015 سفارش ترجمه

CES technology and business cycle fluctuations

Keywords: C11; C52; D24; E32; CES production function; DSGE model; Bayesian estimation; Imperfect information;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2015 سفارش ترجمه

Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)

Keywords: C22; C52; F1; F17Quarterly Brazilian imports; Cointegration models with structural breaks; Markov-switching models; State-space modelsImportações brasileiras trimestrais; Cointegração com quebras estruturais; Modelos de alternância de regimes markovianos;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2015 سفارش ترجمه

Robust inference on average treatment effects with possibly more covariates than observations

Keywords: C21; C31; C52; High-dimensional sparse model; Heterogeneous treatment effects; Uniform inference; Model selection; Doubly-robust estimator; Unconfoundedness; Group lasso;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2015 سفارش ترجمه

Tests for overidentifying restrictions in Factor-Augmented VAR models

Keywords: C33; C52; E37; E52; Factor model; Identification; Structural impulse responses; Monetary policy shock;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2015 سفارش ترجمه

Residual-based rank specification tests for AR-GARCH type models

Keywords: C22; C32; C51; C52; Conditional heteroskedasticity; Linear and quadratic residual autocorrelation tests; Model misspecification test; Nonlinear time series; Parameter constancy; Residual symmetry tests;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2015 سفارش ترجمه

Bayesian endogeneity bias modeling

Keywords: C11; C52; Endogeneity; Shrinkage; Ridge regression; Method of moments;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2014 سفارش ترجمه

Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV

Keywords: C12; C13; C14; C22; C52; C58; G1; Nonparametric; Realized volatility; HAR; Heterogeneous; Autoregressive;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2014 سفارش ترجمه

A fast resample method for parametric and semiparametric models

Keywords: C12; C15; C22; C52; Score function; Bootstrap; Subsampling; Nonlinear models;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2014 سفارش ترجمه

Improved method for static replication under the CEV model

Keywords: C52; G12; G13; CEV; Static hedging; Binary option;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2014 سفارش ترجمه

Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand

Keywords: OECD industrial energy demand; Asymmetric price responses (APR); Underlying energy demand trend (UEDT); C32; C51; C52; L60; Q41;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2014 سفارش ترجمه

Early warning systems and systemic banking crises in low income countries: A multinomial logit approach

Keywords: C52; G21; G28; E58; Banking crises; Systemic risk; Early warning systems; Low income countries; Sub-Saharan Africa; Logit estimation; Financial regulation;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets

Keywords: Stock markets; Nonlinear causality; Filtering; GJR-GARCH; Multivariate GARCH models; Spillovers; C14; C58; G15; C51; C52;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2014 سفارش ترجمه

Revisiting the relationship between spot and futures prices in the Nord Pool electricity market

Keywords: C20; C52; G13; G14; G41; G47; Electricity market; Spot and futures prices; Risk premium; Convenience yield;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2014 سفارش ترجمه

CDOs and the financial crisis: Credit ratings and fair premia

Keywords: C52; G01; G11; Collateralized debt obligations; Credit ratings; Fair premia; Structured finance; Rating agencies; Financial crisis;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2014 سفارش ترجمه

A new set of improved Value-at-Risk backtests

Keywords: Value-at-Risk; Backtesting; Monte Carlo simulation; C52; C53; C58;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2014 سفارش ترجمه

Multivariate rotated ARCH models

Keywords: C32; C52; C58; RARCH; RBEKK; RDCC; Multivariate volatility; Covariance targeting; Common persistence;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2014 سفارش ترجمه

Causality and contagion in EMU sovereign debt markets

Keywords: Sovereign bond yields; Granger-causality; Contagion; Euro area; E44; F36; G15; C52;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2014 سفارش ترجمه

Comparing the accuracy of multivariate density forecasts in selected regions of the copula support

Keywords: C12; C14; C32; C52; C53; Copula; Density forecast evaluation; Kullback-Leibler Information Criterion; Out-of-sample forecast evaluation;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2014 سفارش ترجمه

Extracting market information from equity options with exponential Lévy processes

Keywords: C15; C52; C54; G15; Risk-neutral density; Exponential Lévy processes; Pricing kernel; Relative risk-aversion coefficient;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2014 سفارش ترجمه

An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis

Keywords: C33; C52; E44; F36; G15Sovereign bond spreads; Panel data; Eurozone

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2014 سفارش ترجمه

Market impacts of trades for stocks listed on the Borsa Istanbul

Keywords: G10; C52; Price effects; Market microstructure; Emerging stock market; Short sales; Client-broker relations; Price manipulation;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2014 سفارش ترجمه

The VIX, the variance premium and stock market volatility

Keywords: C22; C52; G12; E32; Option implied volatility; Realized volatility; VIX; Variance risk premium; Risk aversion; Stock return predictability; Risk-return trade-off; Economic uncertainty; Financial instability;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2014 سفارش ترجمه

Hopf bifurcation in the Clarida, Gali, and Gertler model

Keywords: C52; C61; C62; E32; E37; E61; F41; Stability; Bifurcation; Open economy; New Keynesian; Macroeconomics; Dynamic systems;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2013 سفارش ترجمه

Model selection for regression with heteroskedastic and autocorrelated errors

Keywords: C10; C15; C52; Information criterion; Model selection; Selection consistency;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2013 سفارش ترجمه

From oil to consumer energy prices: How much asymmetry along the way?

Keywords: C52; Q43; E31; Energy; Oil prices; Asymmetry; Inflation;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2013 سفارش ترجمه

The (de)merits of minimum-variance hedging: Application to the crack spread

Keywords: G10; C52; Hedging; Crack spread; GARCH; Minimum-variance hedge;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Determining the MSE-optimal cross section to forecast

Keywords: C32; C52; C53; Forecasting; Model selection; VARMA models;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

The role of credit in the Great Moderation: A multivariate GARCH approach

Keywords: E44; C32; C51; C52; Great Moderation; Mortgage credit; Multivariate GARCH; Causality;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2013 سفارش ترجمه

Inference on impulse response functions in structural VAR models

Keywords: C32; C52; E37; Vector autoregression; Simultaneous inference; Impulse responses; Sign restrictions; Median; Mode; Credible set;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Large time-varying parameter VARs

Keywords: C11; C52; E27; E37; Bayesian VAR; Forecasting; Time-varying coefficients; State-space model;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Multimarket contact in Italian retail banking: Competition and welfare

Keywords: C52; D43; G21; L13; Competition; Multi-market contacts; Retail banking; Welfare analysis;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment

Keywords: C52; C53; G33; Modeling with small samples; Kernel case-based reasoning; Similarity-based support vector machine; n-Splits and k-times hold-out assessment; Case reuse; Business failure prediction;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions

Keywords: O47; F43; C11; C15; C52; Growth; Openness; Cross-country growth regression; Model uncertainty; Bayesian model averaging;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2013 سفارش ترجمه

Bond vs stock market's Q: Testing for stability across frequencies and over time

Keywords: Wavelet transform; Tobin's Q; Bond market's Q; Time-varying relationshipC14; C29; C52; E22; E44

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Using CARRX models to study factors affecting the volatilities of Asian equity markets ⿿

Keywords: C5; C52; G11CARRX; Daily price range; European factor; Parsimony principle; Regional (Asian) factor; U.S. factor; Volatility spillover

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?

Keywords: C52; E40; E52; G01; Short-term interest rates; Monetary policy; Feedback measure; STECM;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2013 سفارش ترجمه

Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis

Keywords: C14; C29; C52; E22; E44q-Model; Structural breaks; Wavelet exploratory analysis; Phase variation

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2013 سفارش ترجمه

What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?

Keywords: C32; C52; E3; Vector autoregression; Identification assumptions; Permanent and transitory shocks to output; Moving average representations; Aggregate demand and supply model; Long-run non-neutrality;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana

Keywords: C11; C26; C52; I15; I25; O12; O15; O55; Cognitive development; Early childhood malnutrition; Famine; Bayesian model averaging; Ghana;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2013 سفارش ترجمه

Risk and return: Long-run relations, fractional cointegration, and return predictability

Keywords: C22; C32; C51; C52; G12; G14High-frequency data; Realized and options implied volatilities; Volatility risk premium; Long-memory and fractional cointegration; Return predictability

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2013 سفارش ترجمه

Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate

Keywords: C52; C53; F31; F37; Conditional predictive ability; Exchange rate; Forecasting; Forecast combinations; Model selection;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2013 سفارش ترجمه

Measurement error and policy evaluation in the frequency domain

Keywords: C52; E52; E58; Policy evaluation; Measurement error; Spectral analysis; Design limits; Model uncertainty; Monetary policy rules;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2013 سفارش ترجمه

The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks

Keywords: C13; C32; C52; C53; G17Value at risk (VaR); Realized volatility; Jumps

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2013 سفارش ترجمه