Keywords: G12; G12; G14; Volatility spillover; Contagion; Exchange rate market; Equity market; Financial crisis;
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; Autocorrelation; Cross-autocorrelation; Volatility; Vector autoregressive model; Exponential autoregressive model; G12; G14;
Keywords: G12; G12; G13; Volatility; Expected option return; Cross-section of option returns;
Keywords: G12; G12; G14; G34; Crash-risk; Stock liquidity; Block ownership; Threat of intervention; Price informativeness; Emerging markets; India;
Keywords: G12; G1; G01; G12; G15; N50; N70; O50; Oil prices; Stock market indices; Exchange rates; Copula; Emerging markets;
Keywords: G12; G12; G14; G15; Asset pricing; Government bonds; Sovereign bonds; Fixed-income securities; International markets; The cross section of returns; Value; Momentum; Credit risk; Volatility;
Keywords: G12; G12; G15; G34; G38; K22; Cost of debt; Yankee bonds; Information asymmetry;
Keywords: G12; G02; G12; G23; Numerical superstition; Lucky number; Unlucky number; Bear market effect; Institutional investor trading;
Keywords: G12; G11; G12; G15; Country mutual funds; International diversification; Short window regression; Conditional betas; Time varying risk exposure;
Keywords: G12; F36; G11; C58; Q02; G12; Commodity; DCC-GARCH; Financial contagion; Portfolio; Volatility spillover;
Keywords: G12; G11; G12; G23; Momentum; Strategic asset allocation; Intertemporal hedging demand; Recursive utility;
Keywords: G12; Credit ratings; Europe; Credit rating agencies; Residential mortgage-backed securities; Structured finance; G12; G24; L11;
Keywords: G12; C1; C58; G12; Economic fluctuations; Dynamic Fama-French factors; Stochastic volatility; International stock markets; Predictability;
Keywords: G12; Volume-price volatility relation; National culture; Population age; G15; G12;
Keywords: G12; Return premium; Volume shock; Chinese stock market; Speculation; G12; G14;
Keywords: G12; G12; Risk-return tradeoff; Time variation; Market states; Mixed data sampling;
Keywords: G12; Commodities; Variance risk premia; Variance swaps; G12; G13;
Keywords: G12; G10; C32; K32; L11; G12; G14; Intraday electricity prices; Bidding behavior; Renewable energies;
Keywords: G12; G11; G12; Loss-aversion; Habit-formation; Consumption-portfolio choice;
Keywords: G12; G12; D40; Product market competition; Idiosyncratic volatility; Systematic volatility; Pairwise stock-returns' correlations;
Keywords: G12; E41; E51; E52; G12; Monetary-search models; Asset liquidity; Asset prices; Monetary policy; Monetary aggregates;
Keywords: G12; C22; E21; G10; G12; G20; Elasticity of intertemporal substitution; Leverage; Consumption; Recursive preferences; Dynamic estimation;
Keywords: G12; G12; Ultimate consumption risk; Long-run risk; Investment-based portfolio; Expected return;
Keywords: G12; Mortgage insurance; Stochastic default rate; Loan-to-value; C22; C46; G01; G12; G21;
Keywords: G12; C22; E43; G12; Interest rates; US; Long memory; Non-linear trends; Policy implications;
Keywords: G12; G12; G14; G15; Lead-lag pattern; Cross-correlations; Market efficiency; Investor's behaviour; Information diffusion;
Keywords: G12; G12; G14; G15; E44; Asset pricing; Commodity markets; Equity markets; Industry-level returns; Information and market efficiency; Predictability; Out-of-sample forecast ability, Underreaction;
Keywords: G12; G12; E44; Momentum; Macroeconomic risk; ROE; Seasonality; January effects;
Keywords: G12; G12; G15; Microstructure; Commonality; Liquidity; Emerging order-driven market;
Keywords: G12; G11; G12; G14; Asset pricing; Factor models; Anomalies; Emerging European markets; Emerging markets; Cross section of returns; Size; Value; Momentum; Profitability; Asset growth;
Keywords: G12; F32; F65; G12; G15; G23; Hot money; Cross-section of stock returns; Global financial crisis; Foreign ownership; South Korean stock market;
Keywords: G12; G58; G12; G15; China's refined oil pricing mechanism; Brent oil price; China's sectoral indices;
Keywords: G12; G11; G12; G20; Dynamic spillovers; Spot and futures markets; Petroleum markets; Trading volume; Open interest;
Keywords: G12; Style investing; Bond ratings; Comovement; G11; G12; G14; G24; D83; F30;
Keywords: G12; G11; G12; Stop-loss strategy; Risk management; Investments; Portfolio management; Asset allocation; Behavioral finance;
Keywords: G12; G11; G12; Mutual fund flows; Flow-performance relationship; Precision about manager skill; Investor behavior;
Keywords: G12; Idiosyncratic volatility; Market volatility; Equity mispricing; Market efficiency; G12; G14;
Keywords: G12; C10; G12; G18; N35; Asset pricing, equity premium; Government policy uncertainty; Misvaluation; China;
Keywords: G12; G12; C22; Present value model; Bubble; Asymmetric adjustment; Structural break;
Keywords: G12; G12; G14; Informed trading; Block trades; Transparency; Opacity; Price impact; Price discovery;
Keywords: G12; G32; G33; G11; G12; Capital structure; Credit spread; Default decision; Incomplete information; Learning;
Keywords: G12; G11; G12; Stock returns; Firm size; Value premium; Macroeconomic risks;
Keywords: G12; American options; Early exercise premium; Hyper-exponential jump-diffusion model; Maturity randomization; Jump-diffusion disentanglement; G01; G12; G13; C51; C52; C61;
Keywords: G12; C32; G12; G15; G32; G33; Credit risk; Credit spreads; Dynamic conditional correlation; Interdependence of financial markets;
Keywords: G12; Augmented regression method; Financial ratios; Forecasting; Technical indicators; Wild bootstrap; G12; G14;
Keywords: G12; E43; G12; G15; Cost of debt; International risk sharing; Foreign bias; Eurozone sovereign debt crisis; Natural experiment;
Keywords: G12; Disaster risk effects; Asset return moments; International macro correlation; F3; G15; G12;
Keywords: G12; G11; G12; Q34; Crude oil price; Safe haven; International crises; Wars;
Keywords: G12; GARCH; Gram-Charlier series; High-order moments; non-Gaussian distributions; Semi-nonparametric methods; Value-at-Risk; C16; C53; G12;
Keywords: G12; C91; C92; D84; G11; G12; Experimental asset markets; Trading volumes; Crashes; Expectations; Risk attitude;