Keywords: متغیرهای اقتصاد کلان; Gold futures volatility; Macroeconomic variables; GARCH-MIDAS model; Forecast; Principal component analysis;
مقالات ISI متغیرهای اقتصاد کلان (ترجمه نشده)
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Keywords: متغیرهای اقتصاد کلان; Macroeconomic variables; Least absolute shrinkage and selection operator (LASSO); Corporate bond; Recovery rates; Credit risk; C14; G17; G21; G28;
Keywords: متغیرهای اقتصاد کلان; Volatility forecasting; Uncertainty and market sentiment; Macroeconomic variables; Technical indicators; Combinations forecasts; C22; C32; C53; F40;
Keywords: متغیرهای اقتصاد کلان; C22; E44; F36; G17; G19; Financial market; Global financial crisis; Information spillover; Macroeconomic variables; Overseas shock; VAR-DCC-MGARCH;
Keywords: متغیرهای اقتصاد کلان; G21; G28; G31; Auto loan defaults; Stress testing; Model instability; Loan age; Macroeconomic variables; Used car prices;
Keywords: متغیرهای اقتصاد کلان; C22; E44; F36; G17; G19; Dynamic correlation; Implied volatility; KOSPI200; Macroeconomic variables; VKOSPI;
Keywords: متغیرهای اقتصاد کلان; Islamic index return; Conventional index return; Macroeconomic variables; Markov switching regressions; MS-VAR model; G10; G12; C34;
Keywords: متغیرهای اقتصاد کلان; Risk management; Loss-given-default modeling; Fuzzy rule-based model; Macroeconomic variables; Corporate bonds;
Keywords: متغیرهای اقتصاد کلان; Risk management; Forecasting; Panel models; Survival models; Macroeconomic variables
Keywords: متغیرهای اقتصاد کلان; Q47; Q43; C53; Oil price predictability; Technical indicators; Macroeconomic variables; Out-of-sample forecasts; Business cycle;
Keywords: متغیرهای اقتصاد کلان; G12; G13; E44; E31; Commodity futures returns; Macroeconomic variables; Real exchange rate; Risk premium;
Keywords: متغیرهای اقتصاد کلان; FDI inflows; Macroeconomic variables; Stationary; Causality; Equilibrium relationship; Jordan;
Keywords: متغیرهای اقتصاد کلان; Global gold markets; Macroeconomic variables; Random walks and martingales; Weak-form efficiency; Variance-ratios; Ranks and signs; G1 Financial markets; G14 Information and market efficiency; G15 International financial markets; G17 Financial forecasting
Keywords: متغیرهای اقتصاد کلان; C32; C51; C52; C53; E43; G12Threshold regime switching model; Macroeconomic variables; Term structure of interest rates; Asset pricing; Nonlinear dynamics; Business cycles
Keywords: متغیرهای اقتصاد کلان; C23; C33; G12; G17; Compustat and CRSP databases; Dynamic random effects models; Endogeneity; Maximum likelihood; Macroeconomic variables; Value investing;
Keywords: متغیرهای اقتصاد کلان; C33; C53; E43; E44; Yield curve; Forecasting; Macroeconomic variables; DNS; ATSM;
Keywords: متغیرهای اقتصاد کلان; Tourism; Macroeconomic variables; GDP; Money supply; Panel data; Predictive regression model;
Keywords: متغیرهای اقتصاد کلان; E50; E52; E58; Fiscal policy; Monetary policy; Inflation targeting; Impulse response analysis; Macroeconomic variables;
Keywords: متغیرهای اقتصاد کلان; Forecasting; Robustness and sensitivity analysis; Macroeconomic variables; Structural change; Probability forecasting
Keywords: متغیرهای اقتصاد کلان; Equity premium predictability; Factor models; Macroeconomic variables; Adaptive Lasso; Sign restrictions; Forecast combination; Asset allocation; G12; G17; C53; E44;
The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
Keywords: متغیرهای اقتصاد کلان; Foreign equities; Exchange rates; Macroeconomic variables; Deviations from relative PPP; Overvaluation and Undervaluation; F21; F31;
Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Keywords: متغیرهای اقتصاد کلان; Severe simultaneous bear markets; Macroeconomic variables; Probit model; Predictability; G01; G12; G15; G17;
Realized range volatility forecasting: Dynamic features and predictive variables
Keywords: متغیرهای اقتصاد کلان; Realized range volatility; Realized volatility; Long-memory; Volatility forecasting; Macroeconomic variables; C22; C52; C53; C58;
COMPORTAMIENTO BURSÁTIL EN LOS G-9 EMERGENTES (BRICS+4)
Keywords: متغیرهای اقتصاد کلان; mercados accionarios; índices bursátiles; países emergentes; variables macroeconómicas; modelo varC51; E44; G15; G24Stock markets; stock market indices; emerging countries; macroeconomic variables; var modelmarchés d’actions; indices boursiers; pays émerg
Economic growth and the development of telecommunications infrastructure in the G-20 countries: A panel-VAR approach
Keywords: متغیرهای اقتصاد کلان; Telecommunications infrastructure; Economic growth; Macroeconomic variables; Panel VAR; Granger causality
The long-run determinants of U.S. lumber imported from Canada revisited
Keywords: متغیرهای اقتصاد کلان; Canada; Exchange rate; Macroeconomic variables; Softwood lumber; United States
Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction
Keywords: متغیرهای اقتصاد کلان; G12Interest rate term structure; Macroeconomic variables; No-arbitrage
Forecasting the yield curve with linear factor models
Keywords: متغیرهای اقتصاد کلان; G1; E4; C5; Yield curve forecasting; Macroeconomic variables; Affine models;
Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting
Keywords: متغیرهای اقتصاد کلان; E51; Credit channels; Credit supply; Credit spread; Macroeconomic variables; Brazilian economy;
What explains default risk premium during the financial crisis? Evidence from Japan
Keywords: متغیرهای اقتصاد کلان; G1; G2; C1Subprime crisis; Default risk; Credit default swap; iTraxx index; Stock market; Macroeconomic variables; Markov switching model
Hedge funds, managerial skill, and macroeconomic variables
Keywords: متغیرهای اقتصاد کلان; G11; G12; G14; G23Hedge funds; Predictability; Managerial skills; Macroeconomic variables
Predicting the bear stock market: Macroeconomic variables as leading indicators
Keywords: متغیرهای اقتصاد کلان; G10; C53; Macroeconomic variables; Stock returns; Bear stock markets;
Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model
Keywords: متغیرهای اقتصاد کلان; C10; C22; G10; Macroeconomic variables; Stock market dynamics; Regime switching model;
The adaptive neuro-fuzzy model for forecasting the domestic debt
Keywords: متغیرهای اقتصاد کلان; Adaptive neuro-fuzzy system; Forecast modeling; Domestic debt; Macroeconomic variables
Estimating VAR models for the term structure of interest rates
Keywords: متغیرهای اقتصاد کلان; Term structure of interest rates; Econometrics; Macroeconomic variables;
Do macroeconomic variables matter for pricing default risk?
Keywords: متغیرهای اقتصاد کلان; MS# 200631R1; Macroeconomic variables; Spot yields; Defaultable bonds; Residuals; Principal component;
A multivariate neuro-fuzzy system for foreign currency risk management decision making
Keywords: متغیرهای اقتصاد کلان; Multivariate fuzzy neural network; Spot foreign exchange rates; Macroeconomic variables; Risky decision making
Antidumping duties and macroeconomic variables: The case of Korea
Keywords: متغیرهای اقتصاد کلان; F13; O24Antidumping duties; Macroeconomic variables; Korea
Are emerging equity markets responsive to cross-country macroeconomic movements?
Keywords: متغیرهای اقتصاد کلان; F30; G15; O54; Equity markets; Macroeconomic variables; Latin America;
Macro variables and international stock return predictability
Keywords: متغیرهای اقتصاد کلان; Return predictability; Macroeconomic variables; Out-of-sample forecasts; Data mining; General-to-specific model selection;