دانلود مقالات ISI درباره G15 + ترجمه فارسی

On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach

Keywords: Petroleum products; Futures prices; ARDL; Structural break; Weak-strong causality; F31; G15; Q02;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2018 سفارش ترجمه

Does the degree of Shari'ah compliance affect the volatility? Evidence from the MENA region

Keywords: G0; G15; Shari'ah index; Stock volatility; CGARCH; MENA region;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2018 سفارش ترجمه

Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

Keywords: G14; G15; GIPSI stock markets; Global and regional stock markets; Spillover index; Connectedness network;

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2018 سفارش ترجمه

How does national culture influence IPO underpricing?

Keywords: National culture; Initial public offerings; Underpricing; G15; G32; G38;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2018 سفارش ترجمه

The term structure of CDS spreads and sovereign credit risk

Keywords: Credit default swaps; Default risk; Sovereign debt; Term structure; C1; E43; E44; G12; G15;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2018 سفارش ترجمه

Empirical analysis of market reactions to the UK's referendum results - How strong will Brexit be?

Keywords: G01; G02; G15; Brexit; Contagion; Dependence dynamics; Copula; Regime-switching;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2018 سفارش ترجمه

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns

Keywords: Out-of-sample specification tests; Jump-diffusion models; Lévy-jump models; Non-affine variance models; Forecasting; G12; G15; C53;

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2018 سفارش ترجمه

Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles

Keywords: C22; G15; Bitcoin; Global financial stress index; Dependence; Copula; Quantiles;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2018 سفارش ترجمه

Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches

Keywords: G14; G15; Efficient market hypothesis; Banking sector; Rolling window analysis; MF-DFA; MF-DXA;

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2018 سفارش ترجمه

Risk transmission mechanism between energy markets: A VAR for VaR approach

Keywords: F21; F30; G15; Energy market integration; Risk spillovers; VAR for VaR; Natural gas; Oil;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2018 سفارش ترجمه

Bank stability and refinancing operations during the crisis: Which way causality?

Keywords: C33; E52; E58; G01; G13; G21; G15; ECB refinancing operations; Unconventional monetary policy; Credit default swaps; Bank stability; Euro crisis;

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2018 سفارش ترجمه

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

Keywords: C32; F30; G15; Implied volatility index; Information flow; Integration; Minimal spanning tree; DCC-GARCH;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2018 سفارش ترجمه

News and expected returns in East Asian equity markets: The RV-GARCHM model

Keywords: C13; C150; C220; C250; G15; Relative risk aversion; Realized GARCH; Realized volatility; Risk-return trade-off; Mean impact curve;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2018 سفارش ترجمه

On the design of financial products along OBOR

Keywords: Fundamental index; Equity and bond; Composite index; OBOR infrastructure fund; G11; G12; G15;

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2018 سفارش ترجمه

Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model

Keywords: C32; G15; Bayesian Graphical Structural VAR; Volatility predictability; Implied volatility index; VIX; Strategic commodities; BRICS;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2018 سفارش ترجمه

Oil volatility and sovereign risk of BRICS

Keywords: C14; C32; G11; G15; Oil implied volatility; Sovereign risk; BRICS CDS; Cross-quantilogram; Quantile dependence; Spillover;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2018 سفارش ترجمه

Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics

Keywords: G11; G12; G15; C24; F30; Downside risk; Value-at-risk; Long memory; Fractional integration; Risk-return; Market integration;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2018 سفارش ترجمه

Geopolitical risks and stock market dynamics of the BRICS

Keywords: C22; G15; Geopolitical risks; Stock returns; Volatility; BRICS;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2018 سفارش ترجمه

Price discovery in euro area sovereign credit markets and the ban on naked CDS

Keywords: Sovereign credit risk; Credit default swaps; Price discovery; Intraday data; G12; G14; G15;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2018 سفارش ترجمه

The intraday volatility spillover index approach and an application in the Brexit vote

Keywords: C3; G15; Brexit vote; High-frequency data; Spillover index; Volatility spillover effect;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2018 سفارش ترجمه

The relative pricing of cross-listed securities: The case of Chinese A- and H-share

Keywords: G12; G14; G15; H-shares; A-shares; Market anomaly; Liquidity; Transparency;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2018 سفارش ترجمه

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries

Keywords: G15; E44; E51; F41; G32; H63; Sovereign credit default swap; Copula; Wavelet; Dependence;

دانلود رایگان متن کامل مقاله ISI 44 صفحه سال انتشار : 2018 سفارش ترجمه

Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks

Keywords: E32; G12; G15; Economic policy uncertainty; Stock returns; A-shares; China; U.S.;

دانلود رایگان متن کامل مقاله ISI 47 صفحه سال انتشار : 2018 سفارش ترجمه

Understanding international stock market comovements: A comparison of developed and emerging markets

Keywords: Comovements; Global factor; Regional factor; Developed market; Emerging market; G15; F36;

دانلود رایگان متن کامل مقاله ISI 49 صفحه سال انتشار : 2018 سفارش ترجمه

Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index

Keywords: Financial crisis; Volatility spillover effects; Systemic risk; GARGH-BEKK model; C43; C58; G01; G15;

دانلود رایگان متن کامل مقاله ISI 51 صفحه سال انتشار : 2018 سفارش ترجمه

The zero lower bound and market spillovers: Evidence from the G7 and Norway

Keywords: C32; E32; E52; G15; Crude oil; Financial markets; Mean and volatility spillovers; Structural breaks; VARMA-BEKK model;

دانلود رایگان متن کامل مقاله ISI 51 صفحه سال انتشار : 2018 سفارش ترجمه

The impact of IPO approval on the price of existing stocks: Evidence from China

Keywords: IPO approval; Downward-sloping demand curve; Cross-stock price effect; G12; G14; G15;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2018 سفارش ترجمه

The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries

Keywords: G10; G15; G18; G30; G32; G38; M41; M48; Accounting conservatism; Cost of equity capital; Ex ante conservatism; Ex post conservatism; Quantile regression; MENA countries;

دانلود رایگان متن کامل مقاله ISI 53 صفحه سال انتشار : 2018 سفارش ترجمه

Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

Keywords: BRICS; Commodity prices; Co-movement; Wavelet; Value at risk; G14; G15;

دانلود رایگان متن کامل مقاله ISI 55 صفحه سال انتشار : 2018 سفارش ترجمه

Reduced cross-border lending and financing costs of SMEs

Keywords: International banking; Firm finance; Credit constraints; F34; F36; G15; G21;

دانلود رایگان متن کامل مقاله ISI 56 صفحه سال انتشار : 2018 سفارش ترجمه

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

Keywords: G15; G17; Connectedness; Volatility spillover; Cryptocurrency; Bitcoin;

دانلود رایگان متن کامل مقاله ISI 61 صفحه سال انتشار : 2018 سفارش ترجمه

A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?

Keywords: E44; E52; F42; G15; G21; Bank lending channel; Monetary transmission; Global banking; Cross-country analysis;

دانلود رایگان متن کامل مقاله ISI 119 صفحه سال انتشار : 2018 سفارش ترجمه

Macro news and exchange rates in the BRICS

Keywords: BRICS; Exchange rates; GARCH model; Macro news; C32; F36; G15;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2017 سفارش ترجمه

The impact of expected regulatory changes: The case of banks following the 2016 U.S. election

Keywords: U.S. election; Banks; Credit default swap; Stock markets; Market regulation; Dodd-Frank act; G14; G15; G21; H77;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

On the transaction cost of Bitcoin

Keywords: Bitcoin; Foreign exchange; Transaction cost; Digital currency; International fund transfer; F31; G15; E42;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

The forex fixing reform and its impact on cost and risk of forex trading banks

Keywords: Foreign exchange markets; Fixing; D43; D47; F30; F31; F33; G12; G15;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain

Keywords: G10; G14; G15; Brexit; Political risk; Logistics industry; Event study;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2017 سفارش ترجمه

Can volume predict Bitcoin returns and volatility? A quantiles-based approach

Keywords: C22; G15; Bitcoin; Volume; Returns; Volatility; Nonparametric quantile causality;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis

Keywords: G14; G15; Stock markets; Correlations; Hedge; Downside risk; DCC-FIAPARCH;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2017 سفارش ترجمه

Cross-financial-market correlations and quantitative easing

Keywords: Quantitative easing; Correlations; Forward contracts; Stock and bond markets; E52; G10; G15;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas

Keywords: C32; F36; F37; G10; G11; G15; Copula; Quantile; Tail dependence; Comovement; African Stock Markets; Spillover;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2017 سفارش ترجمه

Sovereign default risk in OECD countries: Do global factors matter?

Keywords: C33; F34; G15; Dynamic heterogeneous panel; Sovereign default risk; Common correlated effects;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Intraday volatility and the implementation of a closing call auction at Borsa Istanbul

Keywords: G14; G15; D40; Market microstructure; Intraday volatility; Emerging markets; Borsa Istanbul; Call auction; Price discovery;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

An international forensic perspective of the determinants of bank CDS spreads

Keywords: G01; G15; Bank CDS; Leverage; Capital requirements; Liquidity; Macroeconomic-; Political- and institutional-factors; Financial structure;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2017 سفارش ترجمه

Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula

Keywords: C32; C51; E31; G15; Inflation rate; REIT return; Tail dependence; Inflation hedge ability; Markov-switching copula;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

An empirical comparison of transformed diffusion models for VIX and VIX futures

Keywords: C13; C32; G13; G15; Transformation model; Nonlinear diffusion; Skewed Student-t distribution; Volatility index; VIX futures;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2017 سفارش ترجمه

Is the Renminbi a safe haven?

Keywords: F31; G15; Renminbi; Safe Haven Currencies;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2017 سفارش ترجمه

Examining evidence of 'shift-contagion' in African stock markets: A CoVaR-copula approach

Keywords: G10; G15; F30; F31; Shift-contagion; Decoupling; CoVaR-copula; Africa; Exchange rates; Stock markets;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis

Keywords: F21; F30; G15; International spillovers; Quantile regression; Emerging markets; Stock markets;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests

Keywords: C15; G15; ASEAN stock markets; Comovement; Wavelet coherency; Copula; Variational modes decomposition;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه