Keywords: D72; E6; G12; G13; G14; Divided government; Elections; Expected returns; Policy uncertainty; Prediction markets;
مقالات ISI (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: G13; G33; D82; Credit risk; Incomplete information; Reporting bias; Skew normal;
Keywords: Contingent claim; Early exercise; Retirement benefit; Simulation; Stochastic interest rate; C15; G13;
Keywords: C32; G13; G14; Q14; Agriculture; Commodities; Futures markets; GARCH-in-mean VAR; Volatility;
Keywords: G02; G11; G12; G13; Commodity; Futures; Backwardation; Contango; Momentum; Term structure dynamic-slope strategy;
Keywords: Noise trading; Corn price volatility; Information; Mixture Distribution Hypothesis; EGARCH; C32; G13; G14; Q11;
Keywords: G12; G13; G33; G31; Bankruptcy; Corporate bond pricing; First passage time; Mills Ratio inequalities; Comparative statics;
Keywords: C01; C32; C58; G1; G13; G17; Markov-switching models; Cointegration; Error correction models; Natural gas; Crude oil;
Keywords: G10; G13; G15; Futures; Spot; Turn-of-the-month; Day-of-the-week; Regime-switching model; Volatility;
Keywords: G13; G24; G30; G34; Rating-trigger step-up/-down bonds; Performance-sensitive bonds; Performance-sensitive debt; Sequential pricing;
Keywords: G01; G10; G13; R31; Hedging; Residential real estate; Housing; Financial crisis;
Keywords: G12; G13; Volatility persistence; Price asymmetry; Leverage effect; Long memory;
Keywords: Real options valuation; Historical volatility; Discounted cash flow; Stochastic differential equation; Partial differential equation; Finite difference method; G13; Q3;
Keywords: G13; G32; E44; Carbon; Market microstructure; Bid-ask spread; Information share; Order imbalance;
Keywords: G13; Variable annuities; Laplace transforms; Partial differential equations; Guaranteed minimum death benefits; Closed form solutions;
Keywords: C61; G11; G13; Quadratic optimization; Incomplete market; Lévy process; Backward stochastic differential equations; Lévy Clayton copula;
Keywords: Inventory information shocks; Futures price; Price volatility; G13; Q40;
Keywords: Foreign equity option; Regime-switching; Mean-reversion; Fast Fourier transform; F31; G13;
Keywords: Realized correlation; High-frequency data; ICE crude oil; Gasoil; Gas futures; G1; G13; C13; C58;
Keywords: Investment stopping time; Optimal selling rule; Stochastic volatility; G13; G11;
Keywords: Institutional investors; TVP-VAR model; Futures trading behavior; G12; G13;
Keywords: G13; G14; Q43; Energy; Cointegration; Commodities; Spot and futures markets; Smooth transition regression;
Keywords: C15; C63; G12; G13; Credit default swap; Counterparty risk; Credit valuation adjustment; Contagion model; Markov chain;
Keywords: G12; G13; G17Asset pricing; Commodities; Predictability of returns; Predictive regressions; Forecasting
Keywords: G10; G13; G14; C13; D82; Cross-section of equity returns; Volatility spreads; Equity options; Information flow; Put-call parity;
Keywords: G12; G13; Hedging impact; Introduction effect; Expiration effect; Covered warrants; Return volatility; Trading volume; Price elasticity;
Keywords: G13; G14; Price discovery; Trading costs; Emissions trading;
Keywords: G10; G11; G13; Separating hyperplanes; Measure changes; Minmaxvar distortion; Bid and ask prices;
Keywords: G12; G13; Asian options; Fourier transform; Mean reversion; Jump diffusion;
Keywords: G12; G13; Q41; Q43; Q48; Energy futures markets; Financialization; Fundamentals; Trading activity; Liquidity;
Keywords: G30; G13; C70; D81; Real option; Investment; Uncertainty; Managerial flexibility; Game theory;
Keywords: Trend following; Momentum; Risk parity; Equally-weighted; Portfolios; Commodity futures; G12; G13; G15; F65;
Keywords: C12; C33; G13; G19; Total return swaps and futures; Panel data; Mean-reversion; Markov Chain Monte Carlo;
Keywords: G13; G21; G28; Bank interest margin; Equity risk; Loan guarantee; Direct equity capital injection;
Keywords: G13; C63; Universal quadrature; QUAD; Option pricing; Numerical techniques; Transition density function;
Keywords: G13; G14; G19; CO2 emission allowances; Futures; Emission trading; Energy; Kyoto Protocol; Market microstructure;
Keywords: G13; G12Canonical least-squares Monte Carlo; Variance constraint; Implied volatility; American-style S&P 100 index put; Numerical measure change
Keywords: Career concerns; Revolving door; Managerial compensation; Bankruptcy; Value-at-risk; Human capital; C02; G13; G18; G38; J24; J44-45;
Keywords: Subprime crisis; Volatility indices; Market sentiment; Bivariate GARCH model; G12; G13;
Keywords: G22; G23; G13; Variable annuity; Guaranteed lifetime withdrawal benefits (GLWB); Systematic mortality risk; Parameter risk; Model risk; Static hedging;
Keywords: Herding; Extreme market movements; Foreign investors; Margin traders; G12; G13; G15; G18;
Keywords: G13; G14; G28; Market events of May 6th 2010; Options markets; Resilience;
Keywords: G13; G32; G33; Shadow banking; Collateral segregation; Credit rating migration; Margin call;
Keywords: G13; Credit risk; Recovery risk; Implied recovery rates; Risk premia;
Keywords: C14; C22; C53; G13; Density forecasts; Time-series consistency; Affine jump diffusion; Time-varying jump risk premia; Particle filters; Beta transformation;
Keywords: Credit cycle; NBER economic cycle; Monetary cycle; Credit supply cycle; Markov switching regimes; Market risk; Liquidity risk; C32; C52; C61; G12; G13;
Keywords: G11; G13; G14; Commodity futures; Momentum; Term structure; Futures curve; Roll yield; Transaction costs;
Keywords: G12; G13; Callable; Interest rate volatility; Spread;
Keywords: D84; G13; G14; Over/underreaction; Unanticipated events; Surprise; Conservatism; Prediction market; Bayesian dynamic model;
Keywords: C53; G13; G17; Equity options; Index options; Implied volatility surface; Predictability; Trading strategies;