Keywords: همبستگی مشروط پویا; Financial crisis; Spillover effects; Contagion; Emerging Asian countries; Dynamic conditional correlation; DCCX-MGARCH; C32; F31; G15;
مقالات ISI ترجمه شده همبستگی مشروط پویا
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Keywords: همبستگی مشروط پویا; G1; Q43; China; Copper price; Volatility spillover; Cross-correlation approach; Structural breaks; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; C32; C58; G11; Multivariate HEAVY; Long memory; Dynamic conditional correlation; Forecasting; Fractional integration;
Keywords: همبستگی مشروط پویا; C4; G13; G32; Tail risk; Leverage effect; Feedback effect; Dynamic conditional correlation; VIX; SKEW; VVIX;
Keywords: همبستگی مشروط پویا; C5; E5; E6; Bayesian VAR; Dynamic Conditional Correlation; Density forecasting; Random Walk; Autoregressive model;
Keywords: همبستگی مشروط پویا; Copula; EVT; Dynamic conditional correlation; Co-movement; Financial markets;
Keywords: همبستگی مشروط پویا; F3; G11; G15; Dynamic conditional correlation; Impulse response function; Sovereign credit default swaps;
Keywords: همبستگی مشروط پویا; C32; G12; G15; G32; G33; Credit risk; Credit spreads; Dynamic conditional correlation; Interdependence of financial markets;
Keywords: همبستگی مشروط پویا; G15; G32; C53; Value at risk; Stochastic volatility; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; C58; D85; E44; F30; F62; G01; Emerging markets; Financial crisis; Segmentation; Dynamic conditional correlation; Financial networks;
Keywords: همبستگی مشروط پویا; Dynamic conditional correlation; Density forecasting; Minimum covariance determinant; Portfolio optimization; Robust statistics;
Keywords: همبستگی مشروط پویا; GO1; G11; G23; Absolute returns; Carhart's model; Dynamic conditional correlation; Financial; Crisis; Hedge funds; Structural Breaks;
Keywords: همبستگی مشروط پویا; East Asian bond markets; Bond market integration; Dynamic conditional correlation; Dynamic conditional variance decomposition; DCC-GARCH model; G12; C58; G15;
Keywords: همبستگی مشروط پویا; Dynamic Conditional Correlation; phase synchronization; energy prices; agricultural foods; C22; C63; O13; correlación condicional dinámica; sincronización de fase; precios de energÃa; alimentos agrÃcolas; C22; C63; O13;
Keywords: همبستگی مشروط پویا; Cost of equity; Liquidity risk; Dynamic conditional correlation; Financial crisis; G11; G12; G14; G15; F36;
Keywords: همبستگی مشروط پویا; Dynamic conditional correlation; Copula model; Futures hedge; Minimum variance;
Keywords: همبستگی مشروط پویا; G11; G12; G15; C32; Islamic finance; Financial contagion; Global financial crisis; Eurozone sovereign debt crisis; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; Financial contagion; Global financial crisis; Eurozone crisis; Dynamic conditional correlation; Markov switching; Financial stress;
Keywords: همبستگی مشروط پویا; G13; G32; Q47; Carbon emission markets; Dynamic hedging; Markov switching models; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; G01; G11; G15; Q02; Q40; Financialization; Diversification; Commodity; Islamic equity; Dynamic conditional correlation; Wavelet analysis;
Keywords: همبستگی مشروط پویا; C51; C58; G01; G11; G15; European emerging markets; Sovereign rating; Financial contagion; Asymmetric power ARCH; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; G12; G21; G22; G23; Financial contagion; Non-financial firms; Financial firms; Business cycle; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; Financial network; Systemic risk contribution; Minimum spanning tree; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; Hot money; Capital flight; Exchange rate; Dynamic conditional correlation; Networks; Global financial crisis
Keywords: همبستگی مشروط پویا; Commodity market; Internet concern; Information transmission; Dynamic conditional correlation
Keywords: همبستگی مشروط پویا; Asset pricing; Conditional LCAPM; Liquidity risk; Illiquidity risk premium; Dynamic conditional correlation; Multivariate GARCH; G11; G12; G14; G15; F36;
Keywords: همبستگی مشروط پویا; C50; F31; G15; Dynamic conditional correlation; GARCH; Exchange rates; European financial crises;
Keywords: همبستگی مشروط پویا; Financial fragility; Emerging markets; Dynamic conditional correlation; Principal component analysis; MIDAS regression; C38; C58; E44; F31; G01;
Keywords: همبستگی مشروط پویا; Exchange rate; Interest rate; Stock market; Dynamic conditional correlation; Penalized contrast function; Volatility shift contagion;
Keywords: همبستگی مشروط پویا; C22; G15; Real exchange rates; Stock return differentials; Dynamic conditional correlation; Trade balance; Interest rate differentials;
Keywords: همبستگی مشروط پویا; Exchange rate co-movement; Volatility spillover; Recent financial crisis; Dynamic conditional correlation; Change point analysis; Brownian motion;
Keywords: همبستگی مشروط پویا; G12; C3; Q3; L72; Return on stocks; Price of risk; Value at risk; Oil and gas industry; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; C58; C61; E44; F31; G01; Exchange rate; Crude oil; G20; Dynamic conditional correlation; Penalized contrast function;
Keywords: همبستگی مشروط پویا; C53; G11; G13; G19Correlation forecasting; Dynamic conditional correlation; GARCH; Risk management; Hedging
Keywords: همبستگی مشروط پویا; C51; G11; G14; G18; Short selling; Contrarian trading; Financial stability; Market quality; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; G01; G15; Financial contagion; Volatility index; Global financial crisis; Euro crisis; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; G12; G21; G22; G23; Financial firms; Interest rate risk; Dynamic conditional correlation;
Keywords: همبستگی مشروط پویا; G11; G2; Credit default swaps; Dynamic conditional correlation; Stock sector; Hedge; Safe haven;
Keywords: همبستگی مشروط پویا; G01; G11; G15; Dynamic conditional correlation; Financial crisis; Interdependence;
Keywords: همبستگی مشروط پویا; Financial sector CDS; Dynamic conditional correlation; Volatility spillover; European sovereign debt crisis; ContagionC58; G01; G20
Keywords: همبستگی مشروط پویا; E52; E58; F31; G15Quantitative easing; Exchange rates; Intraday; Volatility; Dynamic conditional correlation
Keywords: همبستگی مشروط پویا; F21; F22; G11; G13; G14Frontier markets; Transfer entropy; Dynamic conditional correlation; Contagion; Housing market crisis; European debt crisis
Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
Keywords: همبستگی مشروط پویا; Spillover index; dynamic conditional correlation; dynamic hedging; sectoral spillover; C32; C58; G1;
Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets
Keywords: همبستگی مشروط پویا; Exchange rates; Uncovered interest-rate parity; Contagion; Financial crises; Dynamic conditional correlation;
Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks
Keywords: همبستگی مشروط پویا; G12; G15; C32; Dynamic conditional correlation; Sector portfolio; Investment-specific shock; Investment opportunity;
On the link between the US economic policy uncertainty and exchange rates
Keywords: همبستگی مشروط پویا; F3; Economic policy uncertainty; Spillover; Dynamic conditional correlation; Real effective exchange rate;
Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models
Keywords: همبستگی مشروط پویا; G1; G10; G11; C32; Crude oil market; Stock market; Dynamic conditional correlation; VAR GARCH models;
The uncertainty of conditional returns, volatilities and correlations in DCC models
Keywords: همبستگی مشروط پویا; Bootstrap forecast intervals; Dynamic Conditional Correlation; Exchange rates; Forecast regions; Realized correlation; Resampling methods;
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Keywords: همبستگی مشروط پویا; Contagion effects; Dynamic conditional correlation; Financial crisis; Long memory; Multivariate; GARCH; Structural breaks; G15; F3;
Dynamic relationship between Turkey and European countries during the global financial crisis
Keywords: همبستگی مشروط پویا; Eurozone crisis; Sub-prime crisis; CDS; Dynamic conditional correlation; Penalized contrast function; C58; C61; F21; G01; G15;