Keywords: خطر بازار; G01; G21; G28; Internal ratings-based regulation; Credit risk; Market risk; Incentive spillovers; Capital regulation; Comprehensive risk assessment;
مقالات ISI خطر بازار (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: خطر بازار; Minimum capital requirement; Solvency II; Stochastic model; Regulatory model; Market risk; Asset and liability management;
Keywords: خطر بازار; (T)VaR bounds; Model uncertainty; Hierarchical clustering; Risk aggregation; Operational Risk; Market Risk; 62P05 (primary); 91G60; 91B30 (secondary),;
Keywords: خطر بازار; G13; G32; C63; 91G60; 62P05; 60E10; 65T60; Market risk; Liquidity risk; Stochastic liquidity horizon; Value-at-Risk; Expected shortfall; Shannon wavelets;
Keywords: خطر بازار; C32; C58; D81; CDS; Cointegration; Credit risk; Fat tail; Implied volatility; Market risk; Quantile regression; Regime shifts; Risk management; Risk signal; Skewness;
Keywords: خطر بازار; India; Profit; Portfolios; Market risk; Macroeconomic factors;
Keywords: خطر بازار; F15; F2; F36; G10; G15; Coal; Commodities; Financial market integration; Gas; International asset pricing; Oil; Systematic risk; Market risk;
Keywords: خطر بازار; Climate change; Regulatory risk; Physical risk; Market risk; Climate risk response; European Union Emissions Trading System;
Keywords: خطر بازار; Market risk; VaR; Backtesting; Profit and loss; Financial crisis; G01; G21; G28;
Keywords: خطر بازار; G12; G15; G32; H24; K34; M41; Tax capitalization; Personal taxes; Market risk; Cost of capital; Risk sharing; International economics;
Keywords: خطر بازار; E58; F03; F04; F31; G30; Euro; Swiss franc; Currency floor; Central bank intervention; Market risk; Foreign exchange rate risk;
Keywords: خطر بازار; G1; G01; G15; Financial crisis; Systemic risk; Market risk; Utilities; Banking sector; Industrials;
Keywords: خطر بازار; C13; C22; G10; G21; Market risk; Tail risk; Downside risk; Value-at-risk; Intraday returns; Overnight risk; Stock markets; Extreme returns; Tail index;
Keywords: خطر بازار; Structural breaks; Global imbalances; Dynamics of market linkages; Market risk; Monetary policy
Keywords: خطر بازار; C13; C14; G10; G12; Market risk; Options; Risk-neutral distributions; Jumps; Time-varying jump tails; Extreme value theory;
Keywords: خطر بازار; Credit cycle; NBER economic cycle; Monetary cycle; Credit supply cycle; Markov switching regimes; Market risk; Liquidity risk; C32; C52; C61; G12; G13;
Keywords: خطر بازار; C3; G2; Risk measurement; Risk management; Portfolio allocation; Market risk; Credit risk; Systemic risk; Asset markets; Degree distribution;
Keywords: خطر بازار; G12; G15; Q43; Panel data; Emerging stock markets; Market risk; Oil price risk;
Keywords: خطر بازار; C23; G21; M41; Market risk; Accounting variables; IFRS; Non-systematic risk; Banking;
Keywords: خطر بازار; Fair value measurement; Risk modeling; Market risk; Credit risk; Value relevanceG14; G21; G32; M41
Addressing COP21 using a stock and oil market integration index
Keywords: خطر بازار; F15; F2; F36; G10; G15; Commodities; COP21; Financial market integration; International asset pricing; Market risk; WTI Oil; Risk of climate change; Systematic risk;
Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas
Keywords: خطر بازار; C32; G31; F42; DCC; GARCH-BEKK; t-Copulas; Spillover; Market risk;
Market risk management in a post-Basel II regulatory environment
Keywords: خطر بازار; Finance; Market risk; Basel 2.5; GARCH; NSGA-II;
Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
Keywords: خطر بازار; DCS models; VaR; ES; Skew Student distribution; Market risk;
Disentangling the bond-CDS nexus: A stress test model of the CDS market
Keywords: خطر بازار; Credit event; Credit default swap; Contagion; Collateral; Market risk; Liquidity risk; Stress test;
Managing risk in multi-asset class, multimarket central counterparties: The CORE approach
Keywords: خطر بازار; C61; G20; G32; Central counterparty; Risk management; Closeout risk; Liquidity risk; Market risk;
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Keywords: خطر بازار; Value-at-risk; Implied volatility; Market risk; VKOSPI; KOSPI 200 options; G15; G17; G19;
Efficient VaR and Expected Shortfall computations for nonlinear portfolios within the delta-gamma approach
Keywords: خطر بازار; Market risk; Delta-gamma approximation; Value-at-Risk; Expected Shortfall; Fourier transform; Haar wavelets
Análisis del riesgo de mercado de los fondos de pensión en México Un enfoque con modelos autorregresivos
Keywords: خطر بازار; fondos de pensiones; SIEFORES; esquema de jubilación; riesgo de mercado; premio al riesgoPension Funds; SIEFORES; Pension Systems; Market Risk; Risk Premium
The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
Keywords: خطر بازار; C4; G1; G15; G34; BRICVs; ARJI model; Spillover effects; Information efficiency; Market risk;
House price risk and the hedging benefits of home ownership
Keywords: خطر بازار; E3; R1; R3; House price risk; House price volatility; Market risk; Idiosyncratic risk; Hedge;
Liquidity risk premium and asset pricing in US water transportation
Keywords: خطر بازار; Liquidity risk; Aasset pricing; Water transportation; Fama-macbeth analysis; Market risk
A wavelet-based assessment of market risk: The emerging markets case
Keywords: خطر بازار; Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets
Quantifying credit and market risk under Solvency II: Standard approach versus internal model
Keywords: خطر بازار; G22; G32; G38; IE43; IB63; Solvency II; Internal model; Rating-based credit risk model; Market risk; Credit risk;
The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey
Keywords: خطر بازار; C32; G21; Market risk; Interest rate risk; Foreign exchange risk; Bank stock returns; GARCH;
A comprehensive analysis of the effects of risk measures on bank efficiency: Evidence from emerging Asian countries
Keywords: خطر بازار; C30; D24; G21; Credit risk; Operational risk; Market risk; Cost efficiency; Stochastic frontier analysis; Marginal effects;
The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
Keywords: خطر بازار; C22; G12Continuous-time GARCH modelling; Market risk; Pseudo-maximum likelihood; Risk free rate; Risk premium; Stochastic volatility
The risk adjusted uncovered equity parity
Keywords: خطر بازار; F1; F3; G10; Capital market; Risk adjusted equity parity; Portfolio equity flows; Market risk; RUEP; risk adjusted uncovered equity parity; UEP; uncovered equity parity; UIP; uncovered interest parity;
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts
Keywords: خطر بازار; C22; G13; Idiosyncratic risk; Market risk; Correlations; Real estate investment trusts; Time trends; Expected returns;
The level and quality of Value-at-Risk disclosure by commercial banks
Keywords: خطر بازار; G21; G28; G32; Value-at-Risk; Disclosure; Market risk; Proprietary risk management;
The role of country, regional and global market risks in the dynamics of Latin American yield spreads
Keywords: خطر بازار; F34; G15; Emerging market; Yield spreads; Eurobonds; Market risk;
Developing a stress testing framework based on market risk models
Keywords: خطر بازار; G18; G19; G21; Value-at-Risk models; Stress testing; Market risk; Exchange rates; GARCH;
Oil vulnerability index of oil-importing countries
Keywords: خطر بازار; Oil vulnerability; Market risk; Supply risk
Firm-specific risk and equity market development
Keywords: خطر بازار; G11Idiosyncratic risk; Firm-specific risk; Market risk
Empirical analysis of GARCH models in value at risk estimation
Keywords: خطر بازار; C53; G15; GARCH model; Long memory; Market risk;