Keywords: نوسان ناگهانی; G1; Q43; China; Copper price; Volatility spillover; Cross-correlation approach; Structural breaks; Dynamic conditional correlation;
مقالات ISI نوسان ناگهانی (ترجمه نشده)
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Keywords: نوسان ناگهانی; Time scale; Volatility spillover; Complex network; Economic sector;
Keywords: نوسان ناگهانی; G12; F3; Q43; Volatility spillover; OPEC oil; China; VAR-GARCH model;
Keywords: نوسان ناگهانی; Volatility spillover; Asymmetry; Oil market; Stock market; VAR;
Keywords: نوسان ناگهانی; G12; G14; Volatility spillover; Contagion; Exchange rate market; Equity market; Financial crisis;
Keywords: نوسان ناگهانی; F36; G11; C58; Q02; G12; Commodity; DCC-GARCH; Financial contagion; Portfolio; Volatility spillover;
Keywords: نوسان ناگهانی; Index futures; China's stock market; Information sharing; Volatility spillover;
Keywords: نوسان ناگهانی; C32; C58; G1; Volatility spillover; Emerging markets; Islamic finance;
Keywords: نوسان ناگهانی; Asia; Emerging markets; 2007 financial crisis; Volatility spillover;
Keywords: نوسان ناگهانی; F30; G15; Q02; Q41; Uncertainty; Risk perceptions; The VIX; Volatility spillover; Financial markets; Futures markets; Commodity markets; Crude oil markets;
Keywords: نوسان ناگهانی; Volatility spillover; Oil volatility; Stock market volatility; Structural breaks; GARCH; G1;
Keywords: نوسان ناگهانی; F30; E30; C32; F42; Financial contagion; Equity market; Ukrainian crisis; Volatility spillover; Sanctions;
Keywords: نوسان ناگهانی; C32; C58; G1; Oil prices; Financial stress index; Causality; Volatility spillover;
Keywords: نوسان ناگهانی; primary, 62M20; secondary, 62M10Continuous jump decomposition; High frequency data; Jump; Long-memory; Overnight realized variance; Volatility forecasting; Volatility spillover
Keywords: نوسان ناگهانی; G00; G01; G18; C33; C36; Volatility spillover; Tail risk; Conditional coexceedance; Debt financing; Valuation; Investment;
Keywords: نوسان ناگهانی; C13; C20; C22; Volatility spillover; Heavy tails; Tail trimming; Robust inference;
Keywords: نوسان ناگهانی; Volatility spillover; Financial liberalization; Emerging stock markets; F3; G01; G15; G18; C58;
Keywords: نوسان ناگهانی; Returns spillover; Volatility spillover; Contagion; Flight to quality; Flight from quality; Major economy (ME); Stressed economy (SE); G1; G15;
Keywords: نوسان ناگهانی; Cross-correlation; Nonferrous metal; Spot and futures; Mean spillover; Volatility spillover;
Keywords: نوسان ناگهانی; Exchange rate co-movement; Volatility spillover; Recent financial crisis; Dynamic conditional correlation; Change point analysis; Brownian motion;
Keywords: نوسان ناگهانی; Cross-market relationships; Volatility surprise; Volatility spillover; ADCCX; Asset managementC32; C4; G15
Keywords: نوسان ناگهانی; O13; C32; C58; Oil prices; Agricultural commodity prices; Volatility spillover;
Keywords: نوسان ناگهانی; Bi-directional causality; Positive feedback; Self-organized criticality; Synchronization; Volatility spillover;
Keywords: نوسان ناگهانی; G1; Equity markets; Gold futures; Oil futures; Volatility spillover;
Keywords: نوسان ناگهانی; C5; G1; The bivariate Weibull distribution; Volatility spillover; Conditional autoregressive range model;
Keywords: نوسان ناگهانی; C32; G15; Conditional correlation; Contagion risk; Multivariate BEKK; Leverage effect; Nonparametric regression; Systematic risk; Systemic risk; Volatility spillover;
Keywords: نوسان ناگهانی; Long memory; FIEC-HYGARCH; Volatility spillover;
Keywords: نوسان ناگهانی; Financial sector CDS; Dynamic conditional correlation; Volatility spillover; European sovereign debt crisis; ContagionC58; G01; G20
Keywords: نوسان ناگهانی; Stock markets’ bubbles; Financialization; Volatility spillover; Agricultural commodity market; VIRFG11; C32; Q11
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
Keywords: نوسان ناگهانی; C32; C52; G14; Illiquidity spillover; Volatility spillover; Multiplicative error model;
Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade
Keywords: نوسان ناگهانی; Correlation; â1 -Trends; Leading effects; OPEC; Volatility spillover; C54; O13; Q43;
Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme
Keywords: نوسان ناگهانی; G1; F3; C32; C58; Index futures market; Volatility spillover; Multivariate GARCH model; Return;
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?
Keywords: نوسان ناگهانی; G15; G17; Connectedness; Volatility spillover; Cryptocurrency; Bitcoin;
The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH-BEKK model
Keywords: نوسان ناگهانی; Multi-scale; Volatility spillover; Oil price; Stock index; Wavelet; GARCH-BEKK model;
Features of spillover networks in international financial markets: Evidence from the G20 countries
Keywords: نوسان ناگهانی; Volatility spillover; Complex network; International stock markets; Bivariate GARCH-BEKK model;
Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
Keywords: نوسان ناگهانی; C32; C58; G1; Oil prices; Real estate investment trusts; Smooth shift Granger causality; Volatility spillover;
Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis
Keywords: نوسان ناگهانی; Volatility spillover; Crude oil; Stock market; MENA net oil importers; ARMAX; GARCH; C10; C32; C58; G10; G12; Q43;
Comparing U.S. and European market volatility responses to interest rate policy announcements
Keywords: نوسان ناگهانی; FOMC; ECB; VIX; VDAX; Monetary policy; Volatility spillover; G14; E44;
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
Keywords: نوسان ناگهانی; C58; G01; G15Interbank money market; LIBOR-OIS spread; Cross-correlation function analysis; Volatility spillover; European sovereign debt crisis
Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach
Keywords: نوسان ناگهانی; Financial integration; DCC-MGARCH; China; Volatility spillover;
Using CARRX models to study factors affecting the volatilities of Asian equity markets ⿿
Keywords: نوسان ناگهانی; C5; C52; G11CARRX; Daily price range; European factor; Parsimony principle; Regional (Asian) factor; U.S. factor; Volatility spillover
How does oil price volatility affect non-energy commodity markets?
Keywords: نوسان ناگهانی; Crude oil market; Non-energy commodity market; Volatility spillover; Dynamic correlation;
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Keywords: نوسان ناگهانی; C32; F31; G15; Exchange returns co-movement; Volatility spillover; VAR; Variance decomposition; Multivariate GARCH;
Information transmission across currency futures markets: Evidence from frequency domain tests
Keywords: نوسان ناگهانی; Currency futures; Volatility spillover; Frequency domain;
Volatility spillover from world oil spot markets to aggregate and electricity stock index returns in Turkey
Keywords: نوسان ناگهانی; Oil price; Stock market returns; Volatility spillover; Electricity index returns; Emerging market; Cheung–Ng procedure
What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
Keywords: نوسان ناگهانی; C32; E44; F31; F41Exchange rate volatility; Bivariate GARCH; Volatility spillover
Price and volatility spillovers across North American, European and Asian stock markets
Keywords: نوسان ناگهانی; G15; C32; Return spillover; Volatility spillover; VAR (15); VAR with exogenous variables; Emerging market;
Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study
Keywords: نوسان ناگهانی; C15; G1Information transmission; Volatility spillover; Cointegration; Granger causality; Bivariate GARCH
Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
Keywords: نوسان ناگهانی; F31; F33; G15VC MV-GARCH; High-frequency data; Information; Interdependence; Volatility spillover
Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework
Keywords: نوسان ناگهانی; E37; G15; Volatility spillover; Dynamic correlation; BRIC; Market integration;