Keywords: G12; Banking crises; Default risk; Ring-fencing; Bank subsidiaries; Distance to default; Merton model; F36; G11; G12; G15;
مقالات ISI G12 (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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: G12; Heterogeneous agent model; Simulated maximum likelihood; Estimation; Intensity of choice; Switching; C14; C51; C63; D84; G02; G12;
Keywords: G12; F31; G12; Spillovers; Exchange rates; Stock returns; Volatility; Commodity markets; Turkey;
Keywords: G12; G10; G12; C10; C22; Week-day effect; Error distributional assumptions; Wandering week-day effect; Volatility; GARCH;
Keywords: G12; F31; F3; D4; C15; G10; G11; G12; G15; G20; G30; G32; C52; C61; Liquidity; Flight to liquidity; Economic growth; Commodity; Gold; the Dollar; Granger causality; Nonlinear cointegration; STAR;
Keywords: G12; G12; G13; G14; Credit default swaps; Firm-specific information; Stock return synchronicity; Informativeness;
Keywords: G12; Commodities; Cointegration; Futures; Option pricing; Spread options; Spark spread; Crack spread; C61; G11; G12;
Keywords: G12; Forward premium puzzle; Speculative trading volumes; Multivariate tail dependence; Mixture copula models; Currency carry trade; Covariance regressions; G12; G13; G15;
Keywords: G12; Unconventional monetary policy; Announcement; Spillover effects; Swiss asset prices; E52; E58; E65; F31; F42; G12;
Keywords: G12; Bond liquidity; regulation; dealer constraints; G12; G18; G21;
Keywords: G12; G12; G14; Momentum; Idiosyncratic volatility; Market dynamics; Arbitrage cost; Overconfidence;
Keywords: G12; Index funds; Active investing; Welfare analysis; Differences in opinion; General equilibrium model; G11; G12; D84;
Keywords: G12; C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: G12; C5; G12; G13; Stock returns; Forward variance; Predictability;
Keywords: G12; E43; G12; C51; C52; Affine term structure models; Identification; Affine transformation;
Keywords: G12; G10; G12; G13; G17; G31; Asset pricing; Stock return and idiosyncratic volatility; Real options; Stochastic volatility; Regime-switching; Mixed jump-diffusion;
Keywords: G12; G10; G12; G14; Index effect; Abnormal returns; Trading volume; Literature review; Event study;
Keywords: G12; E62; G12; H7; Fiscal federalism; Sub-national governments; Sovereign bond spreads; Government debt;
Keywords: G12; E63; G12; Euro area financial crisis; Sovereign spreads; Rating agencies;
Keywords: G12; M41; G11; G12; G23; Accrual anomaly; Mutual funds; Market efficiency; Korean stock market;
Keywords: G12; G12; G10; Causality; Price leadership; Financial crisis; Causality factors;
Keywords: G12; Anti-corruption campaign; Government ownership; Political uncertainty; China; A-share market; G12; D73; P26;
Keywords: G12; Cost of capital; Information disclosure; Risk premium; Growth; D53; G12; M41;
Keywords: G12; East Asian bond markets; Bond market integration; Dynamic conditional correlation; Dynamic conditional variance decomposition; DCC-GARCH model; G12; C58; G15;
Keywords: G12; Stock liquidity; Bankruptcy risk; EDF; Price efficiency; Governance; G12; G14; G33; G34;
Keywords: G12; Fire sale; Liquidity; Distressed sale; Price recovery; G12; G14; G32; G34;
Keywords: G12; G30; G12; G14; G17; Stock price level; Price informativeness; O/S; Future earnings; Stock splits;
Keywords: G12; G12; Flexible partial risk-return relation; Stochastic dominance tests; Return decomposition; Time-varying skewness; Principle components;
Keywords: G12; E3; E52; E58; E44; E61; G2; G12; Monetary policy; Endogenous financial risk; DSGE models; Non-linear dynamics; Policy evaluation;
Keywords: G12; G12; G14; G15; Long memory; Market efficiency; Stock returns; African markets; Structural breaks;
Keywords: G12; Economic uncertainty; Uncertainty aversion; Cross-section of stock returns; ICAPM; Return predictability; G11; G12; C13; E20; E30;
Keywords: G12; G11; G12; G14; Anomalies; Crash; Overpricing; Retail investors; Limits to arbitrage;
Keywords: G12; D84; G12; G13; G18; M41; Q31; Q41; Speculation; Oil price; Inventories; Accounting information; Financialization; Positive-feedback trading;
Keywords: G12; Temperature shocks; Long-run growth; Asset prices; Welfare costs; Adaptation; E30; G12; Q0;
Keywords: G12; Sub-national government bonds; Fiscal rules; No-bailout clause; Sovereign risk premium; E62; G12; H63; H74;
Keywords: G12; G11; G12; G15; Data-snooping; Momentum strategy; Russian stock market; White's Reality Check; Stationary bootstrap; Risk-return maximization;
Keywords: G12; Asset pricing; Climate change; Cost of capital; Tracking portfolios; G12; Q54;
Keywords: G12; C14; G12; G14; G15; Dow Jones Islamic indices; Calendar anomalies; Adaptive market hypothesis; Market efficiency; Stochastic dominance;
Keywords: G12; Market driven; Business cycle; Stock splits; G12; G14; G34;
Keywords: G12; G11; G12; G15; Liquidity commonality; Pricing of liquidity; International financial markets;
Keywords: G12; C51; C52; G12; G14; Strategic liquidity trading; Market efficiency; Mixture of distribution hypothesis; Information-based trading; Extended Kalman Filter;
Keywords: G12; G12; G14; G15; Return autocorrelation; Global stock markets; Quantile autoregression model; Legal environment; Investor psychology; Hofstede's cultural dimensions;
Keywords: G12; G02; G12; G14; Investor sentiment; Macro risk; Factor; Beta; Market efficiency;
Keywords: G12; D53; G02; G11; G12; Equilibrium asset pricing; Heterogeneous agents; Recursive utility; Loss aversion; Gain-loss ratio; Market dominance;
Keywords: G12; Corporate bond; Dealer network; Intermediation chain; Over-the-counter financial market; Trading relationship; G12; G14; G24;
Keywords: G12; Market uncertainty; Financial crises; Liquidity; Flight-to-liquidity; Flow-induced trading; Mutual funds; Institutional investors; Liquidity provision; Portfolio liquidation; G01; G11; G12; G14; G20;
Keywords: G12; Total volatility; Idiosyncratic volatility; Corporate disclosure; Media coverage; G12; G14;
Keywords: G12; Oil; Futures; Predictability; Curvature; Supply shocks; Futures curve; G12; G13; G17;
Keywords: G12; G12; Hedge fund performance; Implicit factors; Statistical factors; Linear and non-linear multi-factor models; Alpha and beta returns;
Keywords: G12; Debt maturity; Search; Liquidity; G12; G32;