دانلود مقالات ISI درباره G15 + ترجمه فارسی

Euro money market spreads during the 2007-? financial crisis

Keywords: C32; E43; E58; G15; Money market interest rates; Credit/liquidity risk; Fractionally integrated heteroskedastic factor vector autoregressive model;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data

Keywords: G02; G11; G15; D81; Equity risk premium; Ambiguity aversion; Uncertainty avoidance; Cultural finance;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Informational linkages among the major currencies in the EBS market: Evidence from the spot rates of the Euro, Yen and Swiss franc

Keywords: F31; F33; G15; Foreign exchange rate; High-frequency data; Information sharing;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Yen carry trades and stock returns in target currency countries

Keywords: F31; G15; Carry trade profit; Futures position; VIX; Carry Trade Index; Equity return;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Mutual fund managers stock preferences in Latin America

Keywords: G1; G15; G32; Fund managers; Latin America; Investments; Home bias; ADR;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Characteristic-based mean-variance portfolio choice

Keywords: C22; C23; G11; G15; Mean-variance analysis; Momentum strategies; Portfolio choice; Stock characteristics; Value strategies;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Higher co-moments and asset pricing on London Stock Exchange

Keywords: G12; G15; Asset pricing; Coskewness; Cokurtosis; London Stock Exchange;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Can dual-currency sovereign CDS predict exchange rate returns?

Keywords: G12; G14; G15; F31; Sovereign credit default swap; Exchange rate return;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Measuring the risk premium in uncovered interest parity using the component GARCH-M model

Keywords: F30; G15; Risk premium; Uncovered interest parity; Component GARCH-in-mean;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Interest rate co-movements, global factors and the long end of the term spread

Keywords: E43; F01; F36; G15; C33; Short interest rates; Long interest rates; Financial globalization; Panel data; Factor models;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Political crises and the stock market integration of emerging markets

Keywords: F36; G15; Stock market integration; International crises; Emerging markets;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2012 سفارش ترجمه

Self-affinity in financial asset returns

Keywords: C15; C16; G15; Market efficiency; Self-affinity; Fractional integration; Long memory; L-stable process;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Modeling dependence dynamics through copulas with regime switching

Keywords: C15; C46; G15; Asymmetric dependence; Copulas; Markov switching; Bootstrap test;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Butterfly effect: The US real estate market downturn and the Asian recession

Keywords: G01; G15; E60; F30; Sub-prime crisis; Economic effects; Common component analysis; Transmission mechanism;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Spatial modeling of stock market comovements

Keywords: G15; G17; C21; C40; Stock markets comovements; Geostatistics; Variogram; Kriging;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

A utility based approach to energy hedging

Keywords: G10; G12; G15; Energy; Hedging; Risk management; Risk aversion; Forecasting;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Financial crisis and extreme market risks: Evidence from Europe

Keywords: E44; G15; G32Tail risk; Systemic risk; Financial crisis; EU Member States

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Is VIX an investor fear gauge in BRIC equity markets?

Keywords: G15; G11VIX; Fear gauge; BRIC; Volatility

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads

Keywords: G15; C32; Global financial crisis; LIBOR-OIS spreads; Dynamic Conditional Correlation model;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London

Keywords: Credit risk; Liquidity risk; Interbank market; Global financial crisis; G15; G12; F36;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Multimarket trading and corporate bond liquidity

Keywords: G15; G12; F36; Corporate bonds; Liquidity; International financial markets;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Effect of exchange rate return on volatility spill-over across trading regions

Keywords: Exchange rate; Volatility spill-over; High-frequency data; F31; G15;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

How national and international financial development affect industrial R&D

Keywords: F36; G10; G15; G32; O30; R&D; Financial systems; Financial development; International financial integration;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis

Keywords: G13; G14; G15; G17; CO2 emission allowances; Volatility transmission; Spot and futures prices; Causality;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Short selling of ADRs and foreign market short-sale constraints

Keywords: G12; G15; Short selling; Short-sale constraints; American Depository Receipts (ADRs);

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Econometric analysis of present value models when the discount factor is near one

Keywords: C58; F31; F37; G12; G15; G17; Uncovered interest parity; Asset price; Exchange rate; Forward rate; Forward premium anomaly; Expected return; Random walk; Efficient markets; Martingale model;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

A comparative examination of currency risk pricing and market integration in the stock markets of Nigeria and South Africa

Keywords: G12; G15; F21; F31Foreign exchange risk; Market integration; Stock markets; Nigeria; South Africa

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

An intertemporal capital asset pricing model with heterogeneous expectations

Keywords: G10; G12; G15; G17; Heterogeneous investors; Feedback trading; Fundamental trading; Intertemporal CAPM; Fed model;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Income diversification and risk: Does ownership matter? An empirical examination of Indian banks

Keywords: G15; G21; G28; Non-interest income; Diversification; Emerging markets; India; Risk in banking; Ownership;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach

Keywords: G15; C31Stock market; Foreign exchange market; Exchange rate; Asian markets; Quantile regression

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Financial contagion and the real economy

Keywords: F30; F36; G01; G14; G15; Contagion; Sector-specific contagion; Financial crisis; Financial crisis identification;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

A reexamination of capital controls' effectiveness: Recent experience of Thailand

Keywords: E52; F31; F32; F41; G15; O24; Capital controls; Exchange rate stability; Asian stock markets; Global financial crisis;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

COMPARISON OF CURRENCY MOVEMENT BEFORE AND AFTER OCTOBER 2008

Keywords: Spillovers; Contagion; Currency markets; Global financial markets; Association analysis; F31; G15; G17;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets

Keywords: C32; G15; Stock markets; Cointegration; Time-varying correlations; India; Asian stock markets;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Financial market integration: Theory and empirical results

Keywords: G15; F36; C32; International asset pricing; Segmentation; Emerging markets; Multivariate GARCH;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Dynamic modelling of real estate investment trusts and stock markets

Keywords: C32; G12; G15; Real estate securitization; Real estate investment trust; Stock price; Causality; Generalized impulse response approach;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets

Keywords: G14; G15; C12; Emerging foreign exchange markets; Global crisis; Relative efficiency; Martingale;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia

Keywords: F39; G39; G15; Corporate governance; Liquidity; Russia; Tobin's Q;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market

Keywords: C22; G15; Q40; Basis; Conditional distribution; Oil futures; Regime-switching EGARCH; Forecasting;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Foreign exposure through domestic equities

Keywords: F21; F23; G11; G15; Home bias; International portfolio allocation; Multinationals;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

External vulnerability, balance sheet effects, and the institutional framework - Lessons from the Asian crisis

Keywords: F31; F47; G15; Currency crises; Institutions; Corporate indicators; Early warning systems; Emerging markets;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2012 سفارش ترجمه

Volatility spillovers and the effect of news announcements

Keywords: G13; G14; G15; Contagion; Scheduled news announcements; Unscheduled news announcements; Implied volatility; Implied volatility index; Volatility spillovers;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Integration of 22 emerging stock markets: A three-dimensional analysis

Keywords: Stock market integration; Co-movement; Diversification; Emerging markets; Wavelet analysis; C40; E32; F30; G11; G15;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Oil prices, exchange rates and emerging stock markets

Keywords: G15; Q43; Emerging market stock prices; Oil prices; Exchange rates; SVAR;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Gravity and culture in foreign portfolio investment

Keywords: F21; F23; F37; G15; FPI; Home bias; Culture; Gravity models;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Technology shocks under varying degrees of financial openness

Keywords: E32; F41; G15; G21; Financial openness; Dynamic stochastic general equilibrium; Technology shocks; Propagation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

An empirical analysis of the impact of the credit default swap index market on large complex financial institutions

Keywords: G01; G15; G21; G24; credit default swap index; CDX; iTraxx; large complex financial institutions; financial stability;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

Why do merger premiums vary across industries and over time?

Keywords: G34; G15; C22; C23Takeover premiums; Sector analysis; Merger waves

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

International business cycles with complete markets

Keywords: Time nonseparable preferences; Wealth effects; International business cycles; E32; F41; G15;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه

The impact of international portfolio composition on consumption risk sharing

Keywords: F36; F41; G15; International financial integration; Foreign investment bias; Geography of international investment; Equity home bias; International portfolio diversification;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2012 سفارش ترجمه