Keywords: C58; G10; G12; Q50; Green bonds; Financial markets; Co-movements; Dependence; Price spillovers;
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: Oil prices; Stock markets; Contagion; International propagation; C22; C58; P36; G11; Q41;
Keywords: C12; C32; C58; Predictive regression; Persistence; Parameter stability tests; Fixed regressor wild bootstrap; Conditional distribution;
Keywords: C58; G10; G11; Q02; Carbon assets; Energy commodities; Tail dependence; Risk spillover;
Keywords: Islamic banking system; Islamic deposits; Macroeconomic factors; Structural Breaks; C58; E42; E43; G01; G21;
Keywords: Safe-haven currency; Hedge currency; Stock market; Copula; C58; F31; G15;
Keywords: G15; E43; E44; F37; C58; Sovereign yield spreads; Term structure modeling; Principal component analysis; Macroeconomic fundamentals; Exchange rate forecasts;
Keywords: C52; C53; C58; C63; G01; Q47; Turning point forecasting; WTI spot price; Log-periodic power law model; Multi-population genetic algorithm;
Keywords: C58; F30; G15; Q40; Natural gas market; Qatar Exchange; Causality-in-mean; Causality-in-variance; Volatility breaks; Cross-correlation functions;
Keywords: C53; C58; Q50; Carbon price; Value at risk; Business cycle; Macroeconomy; State-dependence;
Keywords: E31; G12; C46; C58; Oil, Bitcoin and gold; Diversifier, hedge and safe haven; Quantile-on-quantile regression; CoVaR;
Keywords: C58; F37; F41; G11; Asymmetric quantile regression; Contagion; Interdependency; Oil price shocks; Tail risk; Frequency domain causality;
Keywords: Energy markets; Skew-Student asymmetric BEKK; Time-varying volatility spillovers; Volatility impulse response function; C32; C58; G1; Q41;
Keywords: Latent factors; Jumps; Non-Gaussian state space models; Modified Kalman filter; Commodity futures; G13; C58;
Keywords: C58; G12; G14; G15; Stock market volatility; Europe; Terrorist attacks; Political Uncertainty;
Keywords: Spline models; Exponential term structure models; Curve fitting; Risk management; Price index; C51; C58; G17;
Keywords: Capital Structure; Leverage; Shari'ah Compliant; Shari'ah Screening; Trade-Off Theory; Pecking Order Theory; C58; E44; G15;
Keywords: C14; C53; C58; G11; Q4; Threshold cointegration; Error correction equation; Multivariate adaptive regression splines; Gold price; Brent oil price;
Keywords: C13; C14; C55; C58; High frequency data; Microstructure noise; Non-synchronous trading; Integrated covariance matrix; Minimum variance portfolio; Nonlinear shrinkage;
Keywords: C58; F31; G15; Vine copula; Stock return; Currency return;
Keywords: Macro-finance term structure model; Interest rate volatility; No-arbitrage model; Macroeconomy; G12; E43; C58;
Keywords: C32; C58; D47; P18; Q02; Q56; China's emissions trading scheme; Market fragmentation; Liquidity measure; Illiquidity ratio; Emission allowances returns; GARCH;
Keywords: Covariance forecasting; High-frequency data; Implied volatility; Asset allocation; Risk-return trade-off; C50; C58; G11; G12;
Keywords: C01; C02; C13; C14; C22; C58; High frequency data; Jumps; Market microstructure noise; Integrated volatility; Quasi-maximum likelihood estimator; Realized kernels; Stochastic sampling times;
Keywords: Firm size measures; Total assets; Total sales; Market capitalization; Empirical corporate finance; G3; G30; G31; G32; G34; G35; C23; C58; J31; J33;
Keywords: C53; C58; G11; G14; G17; Equity risk premium; Out-of-sample forecasting; Economic constraints; Predictive regression; Asset allocation; Business cycles;
Keywords: C53; C22; C58; C52; C32; Forecast evaluation; Realized variance; Volatility; Jumps; Semimartingale;
Keywords: C32; C53; C58; G17; Q31; Q47; Coal spot price; Crude oil spot price; Energy commodities; Forecast averaging; Forecast combination; Google trends; Natural gas spot price; WTI;
Keywords: G01; G12; G15; C12; C14; C58; Flight-to-safety; Flight-to-quality; Mutual excitation in jumps; High frequency data; Stock-bond comovement;
Keywords: C58; G10; G12; Indirect inference estimation; Asset pricing; Long-run risk;
Keywords: C13; C32; C41; C58; C63; Point processes; Filtering; Efficient parametric inference; Maximum likelihood; Likelihood approximation;
Keywords: Computation time; Fractional integration; Fourier transforms; GARCH; Long memory; High-frequency data; C22; C51; C53; C58;
Keywords: Commodities markets; Commodities fund flows; Quantile causality; Volatility; C58; Q02;
Keywords: Hedge; Safe haven; Commodity; Stock market; Rolling regression; Breaks in volatility; C58; G11; G14; G15;
Keywords: Credit risk; Maximum likelihood estimation; Regime-switching; Filtering; Noisy prices; C51; C58; G01;
Keywords: Dynamic correlations; Precious metals; Stock markets; Asymmetry; Long memory; C10; C32; C58; C61; G15;
Keywords: Financial econometrics; GARCH; Memory; Risk prediction; Skewness; C22; C51; C58; G17; G15;
Keywords: New energy; Fossil fuel; High technology; Stock prices; TVP-SV-VAR model; C22; C51; C58; Q42; Q48;
Keywords: C12; C58; G10; Gold; Gold mining stocks; Quantile regression; Granger non-causality;
Keywords: C15; C58; Volatility estimation; Random walk; Extreme values; Covariance; Constant Elasticity of Variance; Level dependence;
Keywords: Commodity futures prices; Breakeven inflation; Bayesian VAR; Bai-Perron multiple breakpoint regression; GARCH; C58; G13;
Keywords: Pair trading; Nonparametric one-sided tolerance limits; Minimum squared distance method; Out-of-sample forecasting; Spreads; C14; C53; C58;
Keywords: C22; C52; C58; G22; Claims reserving; Time varying copula models; Generalized autoregressive conditional sinistrality model; Simulation method; Solvency capital requirement;
Keywords: C10; C58; F31; G11; Asymmetric dependence; Carry trade; Copula; Safe haven; U.S. dollar;
Keywords: C31; C58; G12; Conventional bonds; Sukuk; Quantile regression; Financial uncertainty; Economic policy uncertainty; Portfolio diversification;
Keywords: C58; G13; G17; Q40; Q41; Q47; Crude oil; Crack spread; Gasoline; Futures; Downside risk; Hedging; Copula; Risk management; Dependence;
Keywords: C22; C53; C58; E27; E37; G14; Volatility forecasting; HAR-RV-type models; Regime switching approach; Forecasting evaluation;
Keywords: C22; C58; E52; G12; EGARCH model; Quantitative monetary easing policy; Yield spread;
Keywords: C22; C58; E44; G15; Contagion; Integration; Middle East and South African stock markets; Wavelets;
Keywords: C58; G11; G14; Economic policy uncertainty; Investor sentiments; Commodities; Nonparametric causality;