Keywords: سرریز نوسانات; P21; P22; O17; Black markets; Shortages; Pre-reform crisis; Partial reform;
مقالات ISI ترجمه شده سرریز نوسانات
مقالات ISI سرریز نوسانات (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: سرریز نوسانات; Financial contagion; Markov switching; Risk transmission; Volatility spillovers; G11; G17; C32; C34; C58;
Keywords: سرریز نوسانات; C32; C58; G18; G11; Volatility spillovers; Directional connectedness; Oil firms; VAR; Risk network;
Keywords: سرریز نوسانات; Spot gold; Stock; MGARCH; Correlation; Volatility spillovers; G11; G12; C32; C52;
Keywords: سرریز نوسانات; Credit spreads; Volatility spillovers; Credit sectors; Connectedness; Systemic risk; Markov switching; VAR; G120; G140;
Keywords: سرریز نوسانات; Oil prices; Oil and gas corporations; Volatility spillovers; Volatility co-movement; Hedging; Portfolio weights; C32; F3; G12; Q43;
Keywords: سرریز نوسانات; Q41; Q50; Electricity prices; Volatility spillovers; Semivariance; Asymmetric effects; Australia National Electricity Market;
Keywords: سرریز نوسانات; Volatility spillovers; DCC-GARCH model; Stock market linkages; Financial crisis; G01; G15; C32;
Keywords: سرریز نوسانات; G15; G11; G32; G17; F36; Volatility spillovers; BEKK GARCH; Shanghai-Hong Kong Stock Connect; Portfolio;
Keywords: سرریز نوسانات; G14; G15; Precious metal; Stock markets; Volatility spillovers; Hedging;
Keywords: سرریز نوسانات; C53; Q02; G17; Industrial metals; LME futures market; Volatility forecasting; Multivariate HAR; Volatility spillovers; Bayesian model averaging;
Keywords: سرریز نوسانات; C32; G13; G14; Freight derivatives; Options contracts; Price discovery; Volatility spillovers; Liquidity; Impulse responses;
Keywords: سرریز نوسانات; C32; C58; G1; Islamic indexes; Conventional indexes; Volatility spillovers; Vector autoregression; Safe haven;
Keywords: سرریز نوسانات; Partial Granger causality; Volatility spillovers; GIRFs; C30; G15;
Keywords: سرریز نوسانات; Stock markets; Volatility spillovers; Range volatility estimators; Asian markets; G15; F36; F65; C18; C51;
Keywords: سرریز نوسانات; C58; G11; Price shock transmission; Volatility spillovers; Time-varying structural vector autoregression model; Stochastic volatility;
Keywords: سرریز نوسانات; Asymmetric VEC-BEKK-GARCH; Export controls; Flour; Price transmission; Ukraine; Volatility spillovers; Wheat;
Keywords: سرریز نوسانات; Volatility spillovers; Breaks in variance; DCC-GARCH; Causality;
Keywords: سرریز نوسانات; F15; F36; G01; G15Market interdependence; Volatility spillovers; Asymmetric interdependence; Contagion; Quantile regression
Keywords: سرریز نوسانات; C5; C58; G1; G110; G180; G15; Discrete wavelet analysis; Wavelet coherence; BEKK-GARCH; Volatility spillovers; Hedge ratio; Crude oil prices; Stock prices;
Keywords: سرریز نوسانات; Return spillovers; Volatility spillovers; Market integration; F15; F36; G12;
Keywords: سرریز نوسانات; Sukuk and sharia-compliant stocks; Volatility spillovers; Multivariate FIAPARCH; Structural breaks; DCCX model
Keywords: سرریز نوسانات; G13; G14; C32; Price discovery; Futures and forward markets; Granger causality; VECM-GARCH; Volatility spillovers; Shipping;
Keywords: سرریز نوسانات; Investor sentiment; Noise traders; Spot-futures correlation; Volatility spillovers; G10; G13; G14;
Keywords: سرریز نوسانات; C22; C58; G11; G15; G32; Q52; CO2 emission allowances; Oil prices; Volatility spillovers; Range volatility;
Keywords: سرریز نوسانات; C12; C32; G10; Q00; Volatility impulse response functions; Dynamic hedge ratios; Volatility spillovers; Conditional correlation; Commodity market; Equity index;
Keywords: سرریز نوسانات; G14; G15; Cereal; Energy; OPEC meetings; Volatility spillovers; Multivariate GARCH;
Keywords: سرریز نوسانات; G11; G1; F3; C58Islamic finance; Volatility spillovers; Multivariate GARCH; Conditional correlations; BEKK; DCC; CCC
Keywords: سرریز نوسانات; Shipping; Commodity markets; Futures/forward markets; Causality; Price discovery; Volatility spillovers
Keywords: سرریز نوسانات; Stock returns; GARCH modelling; Contagion; Interdependence; Volatility spillovers; F; G;
Keywords: سرریز نوسانات; Financial crisis; Time varying GARCH models; Structural breaks; Volatility spillovers; C53; C58; G15;
Keywords: سرریز نوسانات; Stock markets; Commodity prices; Volatility spillovers; Hedge ratios; VAR-GARCH models; Energy price;
Keywords: سرریز نوسانات; G01; G1; F3; Asset market linkages; Financial crises; Generalised variance decompositions; Small open economies; Volatility spillovers;
Keywords: سرریز نوسانات; Fuel ethanol; Volatility spillovers; BEKK-GARCH model;
Keywords: سرریز نوسانات; C1 F3 G1Islamic finance; Sukuk; Diversification; Volatility spillovers; Variance decomposition
Keywords: سرریز نوسانات; C32; C51; E44; E60; G17Cross correction function; Rolling correlation; Economic uncertainty; BRIC equity markets; Volatility spillovers
Keywords: سرریز نوسانات; Asymmetric causality; Bidirectional causality; Equity market; Volatility spillovers
Option-implied volatility spillover indices for FX risk factors
Keywords: سرریز نوسانات; G12; G14; Volatility spillovers; Currency markets; G10 currencies; Option-implied volatility; Risk factors; Expected volatility; Expected portfolio volatility;
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Keywords: سرریز نوسانات; C1; C5; G1; Contagion effect; Oil price changes; BRICS stock market; Volatility spillovers; Wavelet coherence; Hedge ratio;
Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets
Keywords: سرریز نوسانات; F30; G15; Volatility expectations; Quantile regression; BRIC markets; Commodity markets; Volatility spillovers; Dynamic conditional correlation (DCC) model;
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis
Keywords: سرریز نوسانات; C32; F36; G15; Macro news; Volatility spillovers; VAR-GARCH-in-mean model;
Volatility in electricity derivative markets: The Samuelson effect revisited
Keywords: سرریز نوسانات; Samuelson effect; Commodity futures; Energy derivative markets; Electricity; Volatility spillovers; Indirect storability; C22; G13; G15; Q41;
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Keywords: سرریز نوسانات; G14; G15; Volatility spillovers; Global financial crisis; Structural breaks; VaR forecasts; Multivariate DCC-FIAPARCH;
US financial conditions index and its empirical impact on information transmissions across US-BRIC equity markets
Keywords: سرریز نوسانات; BRIC; Financial condition; Information transmissions; US; Volatility spillovers;
Volatility spillovers in the European bank CDS market
Keywords: سرریز نوسانات; G01; G15; C58; C32; CDS spreads; Credit risk; Volatility spillovers; Financial crisis;
Global and regional volatility spillovers to GCC stock markets
Keywords: سرریز نوسانات; Volatility spillovers; GCC stock markets; GARCH; BEKK; CCC; DCC;
The effect of index futures trading on volatility: Three markets for Chinese stocks
Keywords: سرریز نوسانات; G10; G14; G15; G18; Chinese stock markets; Index futures; Volatility spillovers;
Testing causality between two vectors in multivariate GARCHÂ models
Keywords: سرریز نوسانات; Second-order Granger causality; Bayesian methods; Posterior odds; GARCH models; Volatility spillovers;
Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers
Keywords: سرریز نوسانات; Illiquidity spillovers; Return spillovers; Volatility spillovers; VAR; G7 stock markets;
On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility
Keywords: سرریز نوسانات; C13; C15; G11; O13; Q18; TVP-VAR model with stochastic volatility; Volatility spillovers; Portfolio diversification; Hedge effectiveness;