Keywords: همبستگی پویا; Dynamic correlation; DCC-GARCH; Contagion; Industrial incident; Crisis management; Stock markets;
مقالات ISI همبستگی پویا (ترجمه نشده)
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Keywords: همبستگی پویا; C32; F31; G15; Q43; Diagonal BEKK; Oil prices; Stock markets; Exchange rates; Impulse response; Function; Dynamic correlation;
Keywords: همبستگی پویا; C22; E44; F36; G17; G19; Dynamic correlation; Implied volatility; KOSPI200; Macroeconomic variables; VKOSPI;
Keywords: همبستگی پویا; C52; G10; G18; Economic policy uncertainty; Financial stress; Empirical mode decomposition; BEKK-GARCH; Multi-scales; Dynamic correlation;
Keywords: همبستگی پویا; Decision analysis; Optimization; Asset allocation; Dynamic correlation; Rebalancing and transaction costs;
Keywords: همبستگی پویا; G11; G15; Q02; C22; Crude oil; Gold; Spillovers; Hedging; Dynamic correlation; Gulf Cooperation Council; Portfolio;
Keywords: همبستگی پویا; Equity market integration; Dynamic correlation; Principal components; International diversification benefits; F15; F44; G15;
Keywords: همبستگی پویا; Carbon trading market; Fossil energy market; Dynamic correlation; Dynamic volatility spillover;
Keywords: همبستگی پویا; Short-term; Long-term; Wavelet approach; Dynamic correlation; Evolutionary co-spectral analysis; C14; C22; G12; G15; Q43;
Keywords: همبستگی پویا; Dynamic correlation; Leverage effect; Matrix exponential; Markov chain Monte Carlo; Multi-move sampler; Multivariate stochastic volatility;
Keywords: همبستگی پویا; Business cycle synchronization; International policy coordination; Dynamic correlation; ASEAN; E32; E60; F15; F42; F44;
Keywords: همبستگی پویا; Oil prices; Dynamic correlation; Grey correlation; Wavelet; P480;
Keywords: همبستگی پویا; Greek debt crisis; European sovereign bonds; Contagion; EGARCH; CDCC; Dynamic correlation
Keywords: همبستگی پویا; C32; E60; E66; G10; G18; Policy uncertainty; Dynamic correlation; Stock market return; Implied volatility; Oil price shock;
Gold, oil, and stocks: Dynamic correlations
Keywords: همبستگی پویا; C01; C13; C58; F37; G11; G15; Financial markets; Time-frequency dynamics; High-frequency data; Dynamic correlation; Financial crisis; Wavelets;
The pricing of Quanto options under dynamic correlation
Keywords: همبستگی پویا; 39A50; 91B24; 91B25; 91G20; 91G60; 97M30Quanto options; Dynamic correlation; Hyperbolic tangent; Black–Scholes equation; Correlation risk
Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets
Keywords: همبستگی پویا; Risk contagion; Lower tail dependency; Dynamic Markov Regime Switching Copula; Dynamic correlation;
Housing prices and transaction volume
Keywords: همبستگی پویا; G1; R2; R3; Housing prices; Transaction volume; Dynamic correlation; Low frequency; High frequency;
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
Keywords: همبستگی پویا; C32; C51; G1; Q4Diag-VECH GARCH; Dynamic correlation; Multivariate heteroskedastic framework; Oil price returns; Oil price shocks; Stock market sectors
International transmission of business cycles: Evidence from dynamic correlations
Keywords: همبستگی پویا; E3; F1; F4; Business cycle; Financial integration; Frequency domain; Dynamic correlation;
How does oil price volatility affect non-energy commodity markets?
Keywords: همبستگی پویا; Crude oil market; Non-energy commodity market; Volatility spillover; Dynamic correlation;
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
Keywords: همبستگی پویا; C5; G1; Q4; Oil prices; Oil price shocks; Stock market returns; DCC-GARCH; Dynamic correlation;
The impact of the global financial crisis on business cycles in Asian emerging economies
Keywords: همبستگی پویا; E32; F15; F41; Financial crisis; Business cycles; Decoupling; Trade; Dynamic correlation;
Assessing financial market integration in Asia - Equity markets
Keywords: همبستگی پویا; C13; C22; F36; G15; Financial integration; Cointegration; Common component; Synchronisation; Dynamic correlation;
Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model
Keywords: همبستگی پویا; Dynamic correlation; Finance; Multivariate GARCH models; Volatility
Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
Keywords: همبستگی پویا; E37; G15; Volatility spillover; Dynamic correlation; BRIC; Market integration;
Real wages over the business cycle: OECD evidence from the time and frequency domains
Keywords: همبستگی پویا; E32; J30; C10; Real wages; Business cycle; Dynamic correlation; Labor market institutions;
A multivariate threshold stochastic volatility model
Keywords: همبستگی پویا; Dynamic correlation; Finance; Stochastic volatility; Threshold nonlinearity; Volatility asymmetry
How do policy and information shocks impact co-movements of China's T-bond and stock markets?
Keywords: همبستگی پویا; G18; G10; C22; O53; Macroeconomic austerity; Dynamic correlation; T-Bond market; Stock market; China;
Consumer confidence in Europe: United in diversity?
Keywords: همبستگی پویا; Consumer confidence; Dynamic correlation; European unification; International segmentation
Volatility spillovers and dynamic correlation in European bond markets
Keywords: همبستگی پویا; C32; F30; G15; Volatility spillovers; Dynamic correlation; Bond markets;