دانلود مقالات ISI درباره G15 + ترجمه فارسی

Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938

Keywords: N23; N24; G15; Irish land bonds; Dublin Stock Exchange; Sovereign default; Debt guarantees;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه

In search of the determinants of European asset market comovements

Keywords: C22; G12; G15; G17; E44; Stock and bond comovements; Affine general equilibrium models; Eurozone crisis; Google Trends; Portfolio weights modeling;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2016 سفارش ترجمه

Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets

Keywords: C10; C58; G11; G14; G15; Volatility; Spillover; BRICS; Emerging markets; GARCH;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

Gold, oil, and stocks: Dynamic correlations

Keywords: C01; C13; C58; F37; G11; G15; Financial markets; Time-frequency dynamics; High-frequency data; Dynamic correlation; Financial crisis; Wavelets;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

A Markov switching unobserved component analysis of the CDX index term premium

Keywords: G01; G15; G21; G24; CDX index; Markov switching; State space; Variance decomposition; Term premium;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China

Keywords: Institutional investors; Foreign investors; Mutual funds; Firm characteristics; Performance; G11; G15; G18; G23; G28;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

The geographic distribution of international currencies and RMB internationalization

Keywords: F33; F36; G15; Currency internationalization; Distribution of currencies; Gravity model;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2016 سفارش ترجمه

The internationalisation of the RMB: New starts, jumps and tipping points

Keywords: F02; F24; F31; F36; G15; Currency Internationalisation; Financial market development; Renminbi; RMB; Society for Worldwide Interbank Financial Telecommunications (SWIFT);

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

What drives the Libor-OIS spread? Evidence from five major currency Libor-OIS spreads

Keywords: G1; G14; G15; Libor-OIS spread change determinants; Credit and counterparty risks; Market liquidity and volatility; Banking system leverage; State of the economy; Bank risk fundamentals;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

Keywords: Contagion effects; Dynamic conditional correlation; Financial crisis; Long memory; Multivariate; GARCH; Structural breaks; G15; F3;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas

Keywords: G02; G15; Sukuk; Islamic finance; Conditional volatility; Dependence structure; Archimedean copula; Non-linear analysis;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008

Keywords: Long memory; MENA equity markets; Emerging markets; Weak-form market efficiencyG14; G01; G15; C4/F3/G15

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2016 سفارش ترجمه

Global risk spillover and the predictability of sovereign CDS spread: International evidence

Keywords: G1; G14; G15; Spillover; Contagion; Sovereign CDS; Granger causality; Out-of-sample forecast;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2016 سفارش ترجمه

Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Keywords: G14; G15; Volatility spillovers; Global financial crisis; Structural breaks; VaR forecasts; Multivariate DCC-FIAPARCH;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2016 سفارش ترجمه

Overreaction in ChiNext IPOs' initial returns: How much and what caused it?

Keywords: G11; G12; G15; 1st day and 21st day initial returns; Overreaction; Short- and long-term factors; Internal and external conditions; Model specification;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2016 سفارش ترجمه

The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches

Keywords: Commodity; Islamic stock index returns; MODWT; CWT; MGARCH-DCC; Diversification; Causality; South East Asia; C22; C58; E44; G15;

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2016 سفارش ترجمه

Factor decomposition of the Eurozone sovereign CDS spreads

Keywords: Independent component analysis; Credit default swap; Eurozone sovereign debt crisis; Redenomination riskC18; G01; G15

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2016 سفارش ترجمه

Are U.S. investors blindly chasing returns in foreign countries?

Keywords: Cross-border fund flows; Return chasing; Informed investors; G11; G15;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2016 سفارش ترجمه

Why firms favour the AIM when they can list on main market?

Keywords: AIM; London MM; IPOs; M&As; SEOs; Dividends; G15; G30;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2016 سفارش ترجمه

Risk and return spillovers among the G10 currencies

Keywords: F31; G01; G15; Foreign exchange markets; Risk-neutral volatility; Risk-neutral skewness; Spillovers; Coordinated crash risk;

دانلود رایگان متن کامل مقاله ISI 40 صفحه سال انتشار : 2016 سفارش ترجمه

Sentiment traders & IPO initial returns: The Indian evidence

Keywords: IPOs; Winner's curse; Voluntary underpricing; Initial returns; Sentiment traders; G11; G15; G18;

دانلود رایگان متن کامل مقاله ISI 42 صفحه سال انتشار : 2016 سفارش ترجمه

Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests

Keywords: High dimensional modeling; Hierarchical Archimedean copulas; Lévy subordinators; Downside risk; C13; C16; G15; G17;

دانلود رایگان متن کامل مقاله ISI 47 صفحه سال انتشار : 2016 سفارش ترجمه

Analyst coverage and IPO management forecasts

Keywords: G15; G24; G32; M40; Analyst coverage; Analyst initiation; IPO; Management forecast;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2016 سفارش ترجمه

Assessing Euro crises from a time varying international CAPM approach

Keywords: C22; F31; G01; G15; Euro-US dollar exchange rate; International CAPM with factors; Kernel weighted time-varying parameter regression;

دانلود رایگان متن کامل مقاله ISI 52 صفحه سال انتشار : 2016 سفارش ترجمه

Stock market interdependence between China and the world: A multi-factor R-squared approach

Keywords: C22; C38; F36; G15; G18; Market interdependence; Principal component analysis; Multi-factor R-squared;

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2015 سفارش ترجمه

Investor attention to the Eurozone crisis and herding effects in national bank stock indexes

Keywords: G01; G11; G15; G20; Financial crisis; Herding effects; Bank stocks;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2015 سفارش ترجمه

Are emerging MENA stock markets mean reverting? A Monte Carlo simulation

Keywords: G15; G14; C22; C15; MENA stock markets; Mean reversion; Panel and time series tests;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2015 سفارش ترجمه

Eurozone network “Connectedness” after fiscal year 2008

Keywords: G01; F15; G15; L14; Networks; Connectedness; Financial crisis; Eurozone; Balance sheet contagion;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2015 سفارش ترجمه

Intraday exchange rate volatility transmissions across QE announcements

Keywords: C50; E58; F31; G15; Quantitative easing; Announcements; Foreign exchange; Intraday; Volatility transmission;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2015 سفارش ترجمه

Modelling the lowballing of the LIBOR fixing

Keywords: LIBOR fixing; Interbank market; Lowballing; Financial crisis; F30; G12; G15;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2015 سفارش ترجمه

Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators

Keywords: Severe simultaneous bear markets; Macroeconomic variables; Probit model; Predictability; G01; G12; G15; G17;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2015 سفارش ترجمه

Time-varying international stock market interaction and the identification of volatility signals

Keywords: G15; C32; Information; Uncertainty; Spillover; Simultaneous equations; Identification;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2015 سفارش ترجمه

Volatility spillovers in the European bank CDS market

Keywords: G01; G15; C58; C32; CDS spreads; Credit risk; Volatility spillovers; Financial crisis;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle

Keywords: G11; G15; C58; Policy uncertainty; Asymmetry; Interdependence; Business cycle; Energy; FX;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Matching the BRIC equity premium: A structural approach

Keywords: BRIC countries; Equity risk premium; Long-run risk; Persistence; G12; G15;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2015 سفارش ترجمه

Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis

Keywords: BRICS markets; Dynamic volatility spillovers; VAR(k)-GARCH(p,q) model; Hedge ratios; Optimal portfolio allocation; C32; C58; F65; G11; G15;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Do fund managers herd in frontier markets - and why?

Keywords: Herding; Mutual funds; Frontier markets; Intent; G02; G10; G15; G23;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach

Keywords: SEMIGARMA process; FIAPARCH errors; Wavelet domain; Stock markets; C13; C22; C32; G15;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2015 سفارش ترجمه

Mandatory adoption of IFRS and timely loss recognition across Europe: The effect of corporate finance incentives

Keywords: IFRS; Costs of debt capital; Timely loss recognition; Corporate finance; F30; G15; M41;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices

Keywords: Alternative energy stocks; Performance measurement; Asset price bubbles; Explosive price behavior; Right-tailed unit root tests; G11; G12; G15; Q42;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe

Keywords: Contagion; Structural breaks; European sovereign debt crisis; C32; G01; G15;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Can implied volatility predict returns on the currency carry trade?

Keywords: F21; F31; G11; G15; Currency carry trade; Exchange rates; Implied volatility; Market timing; VIX; VXY;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

The SEC's elimination of 20-F reconciliation and information asymmetry

Keywords: M41; G15; G18; Eliminating the reconciliation; IFRS; Information asymmetry;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Can re-regulation of the financial sector strike back public debt?

Keywords: Public debt; Financial re-regulation; Financial liberalisation; Reforms; Reversals; H63; G01; G15;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Value at Risk of the main stock market indexes in the European Union (2000–2012)

Keywords: C12; C13; C22; G01; G11; G15; G32Value-at-Risk; Extreme value theory; Heavy tails; Stock market indexes; Eurozone

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

FX funding risks and exchange rate volatility

Keywords: Foreign exchange liquidity mismatch; Exchange rate volatility; Capital flows; Macro-prudential measures; Dollar funding market; F31; G01; G15; G21;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Funding liquidity constraints and the forward premium anomaly in a DSGE model

Keywords: Carry trade; Collateralized loan; Nominal rigidities; E43; E44; G15;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options

Keywords: Option hedging strategies; Volatility estimation; Fourier transform method; Moment estimation; C14; C15; G15;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Creditor moral hazard during the EMU debt crisis

Keywords: Creditor moral hazard; Sovereign debt crisis; International lending; G01; G15; F34;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Keywords: Sovereign credit default swaps; Contagion; Dynamic factor models; Credit riskC32; G01; G15

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه