Keywords: جو; G15; VIX; ARDL bound tests; Emerging markets;
مقالات ISI جو (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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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: جو; Volatility; Oil market; Stock market; VIX; OVX; Wavelets;
Keywords: جو; Clean energy equities; Crude oil; Multivariate GARCH; Optimal hedge ratios; VIX; C58; G11; G15; Q43;
Keywords: جو; G01; G02; G10; G18; Risk premium; Illiquidity premium; VIX; Market structure;
Keywords: جو; F32; G10; G12; Foreign equity flows; Aggregate liquidity; Malaysian stock market; Vector autoregression; VIX;
Keywords: جو; G15; D81; F31; C32; Price of gold; Economic policy uncertainty; VIX; Partisan conflict; Price of oil; Real exchange rate;
Keywords: جو; G01; G15; G02; F30; Liquidity; Illiquidity; Latin America; VIX; Financial crisis;
Keywords: جو; VIX; Implied volatility; Options market; Emerging markets; Market microstructure; F30; G13; G14;
Keywords: جو; C4; G13; G32; Tail risk; Leverage effect; Feedback effect; Dynamic conditional correlation; VIX; SKEW; VVIX;
Keywords: جو; Flight-to-safety; VIX; Implied volatilities; G11; G15;
Keywords: جو; Oil price uncertainty; VIX; OVX; Middle East; Africa; GARCH-jump model;
Keywords: جو; BoE; Bank of England; BoJ; Bank of Japan; CVAR; Cointegrated Vector Autoregression Model; VIX; CBOE volatility index; ECB; European Central Bank; FOMC; Federal Open Market Committee; GSE; government sponsored enterprise; MBSs; mortgage backed securities;
Keywords: جو; C5; G1; Q4; Financialization of commodities; Stock market volatility; VIX; VSTOXX; Crude oil; Natural gas;
Keywords: جو; Implied volatility; OBX index; VIX; Volatility forecasting; Leverage effect;
Keywords: جو; G02; G14; C53; C58; Anchoring; Implied volatility; Realized volatility; Asymmetric volatility; VIX; VXST;
Keywords: جو; C21; G12; G13; Asymmetric return-volatility relation; Implied volatility; Index options; Intraday; Quantile regression; VIX;
Keywords: جو; Variance risk premium; VIX; VSTOXX; Futures; Volatility ETN; Commodity ETNG11; G15; G23
Keywords: جو; Realized volatility; HAR modelling and forecasting; Augmented HAR model; US volatility information; VIX; International volatility spillovers;
Keywords: جو; C53; C58; E32; G12; G17; Variance risk premium; Return predictability; VIX; GARCH-MIDAS; Economic uncertainty; Vol-of-vol;
Keywords: جو; G130; C58; VIX; Semi-nonparametric diffusion; VIX futures; GMM; MLE; Non-linear asset pricing;
Keywords: جو; Spillover effect; Spillover index; Fear index; VIX; Implied volatilities;
Keywords: جو; C2; G1; G11; G14; News sentiment; VIX; Implied volatility; Stock market; Investor behaviour;
Keywords: جو; E5; C32; G14Fed funds futures market; Monetary policy; Stock returns; Time-varying parameter model; VIX; Uncertainty
Keywords: جو; G11; G12; C32; Option-implied volatility; VIX; MOVE; Common information; Information spillover; Regime switch;
Keywords: جو; Implied correlation estimate; Index option; Vanilla option; Implied volatility; VIX;
Keywords: جو; G01; G14; G18Liquidity commonality; VIX; Volatility; Market makers; Uncertainty; Bid-ask spread; Market structure
Keywords: جو; G12; G14; Microstructure; VIX; Fama-french factors; Global financial crisis;
Keywords: جو; D81; D84; G11; G14; Analyst recommendation revisions; Behavioral finance; Investors' fear gauge; Market sentiment; VIX;
Keywords: جو; E60; E65; G10; G13; G14; G18; Presidential elections; Political uncertainty; Implied volatility; VIX;
Keywords: جو; C13; C43; G11; G19; Portfolio's weights modeling; Factor analysis; Principal components; Portfolio performance; Stock returns; Fama-French factors; Economic factors; VIX;
Keywords: جو; G110; Social media; Stock markets; VIX; Logit model;
Keywords: جو; Market uncertainty; VIX; Earnings guidanceG12; G14
Keywords: جو; Index arbitrage; Expected volatility; Futures mispricing; VIX; Quantile regressionsG13; G14
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
Keywords: جو; C32; G15; Bayesian Graphical Structural VAR; Volatility predictability; Implied volatility index; VIX; Strategic commodities; BRICS;
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach
Keywords: جو; C13; C22; G1; G12; Q40; Risk; Sectoral CDS; VIX; MOVE; SMOVE; Volatility impulse response;
When no news is good news - The decrease in investor fear after the FOMC announcement
Keywords: جو; VIX; VIX futures; FOMC announcement; Intraday data;
Hitting SKEW for SIX
Keywords: جو; D81; G10; G17; Skewness index; Risk-neutral moments; SKEW; VIX; State-preference pricing;
Overseas market shocks and VKOSPI dynamics: A Markov-switching approach
Keywords: جو; Markov-switching; VKOSPI; VIX; Korea; US; C22; E44; F36; G17; G19;
Risk-on/Risk-off: Financial market response to investor fear
Keywords: جو; VIX; Investor fear; Financial markets; Financial crisis; G1; G10; G15;
The evolving dynamics of the Australian SPI 200 implied volatility surface
Keywords: جو; Implied volatility; VIX; Volatility forecasts; Informational efficiency; G13; G14; C14;
Market sentiment and the Fama-French factor premia
Keywords: جو; G11; G12; G14; Generalized impulse response analysis; Factor premium; VIX; Wild bootstrap;
Equity market implied volatility and energy prices: A double threshold GARCH approach
Keywords: جو; VIX; Energy prices; Double threshold GARCH; Q40; G12;
Comparing U.S. and European market volatility responses to interest rate policy announcements
Keywords: جو; FOMC; ECB; VIX; VDAX; Monetary policy; Volatility spillover; G14; E44;
Time-variation in the impact of news sentiment
Keywords: جو; News sentiment; Industry portfolios; Time-variation; VIX; Stock Returns; G10; G12; G14;
Can implied volatility predict returns on the currency carry trade?
Keywords: جو; F21; F31; G11; G15; Currency carry trade; Exchange rates; Implied volatility; Market timing; VIX; VXY;
Determinants of systemic risk and information dissemination
Keywords: جو; Conditional value-at-risk; VIX; Externality; Consumer pessimism; G00; G14;
Aggregate volatility expectations and threshold CAPM
Keywords: جو; C13; G12Aggregate volatility; Threshold regression; Conditional CAPM; Range; VIX
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Keywords: جو; G120; G130; G140; G190; Volatility skews; Slope; S&P 500 index options; VIX; Macroeconomic announcements;
Estimating and using GARCH models with VIX data for option valuation
Keywords: جو; Option valuation; VIX; GARCH; Estimation;
Reflecting on the VPIN dispute
Keywords: جو; G01; G14; G17; VPIN; PIN; High-frequency trading; Order flow toxicity; Order imbalance; Flash crash; VIX; Volatility forecasting;