مقالات ISI بازده نرخ ارز : 115 مقاله انگلیسی + ترجمه فارسی

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وضعیت ترجمه سال انتشار تعداد صفحات کد مقاله

Volatility of stock market returns and the naira exchange rate

کد مقاله : 93404

فرمت PDF

27 صفحه

سال 2018

انگلیسی

مقالات ISI بازده نرخ ارز : 115 مقاله انگلیسی + ترجمه فارسی

Volatility of stock market returns and the naira exchange rate

Assessing the predictive ability of sovereign default risk on exchange rate returns

Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States

On the determinants of bitcoin returns: A LASSO approach

Tradability of output, business cycles and asset prices

Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy

Does investor attention matter? The attention-return relationships in FX markets

Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms

Does Gold act as a Safe haven against Exchange Rate Fluctuations? The case of Pakistan Rupee

Cross-border arbitrage and acquirersâ returns in the Eurozone crisis

Factors of the term structure of sovereign yield spreads

Common information in carry trade risk factors

Dealer activity and macro fundamentals New evidence from hybrid exchange rate models

Return dispersion risk in FX and global equity markets: Does it explain currency momentum?

MGARCH models: Trade-off between feasibility and flexibility

Momentum of return predictability

Government spending effects in low-income countries

Oil prices, exchange rates and stock markets under uncertainty and regime-switching

The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico

Surges of international fund flows

Timeâfrequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis

What determines the long-term correlation between oil prices and exchange rates?

Extreme co-movements and dependencies among major international exchange rates: A copula approach

AIRMS: A risk management tool using machine learning

Addressing COP21 using a stock and oil market integration index

Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets

Local currency systemic risk

Switches in price discovery: Are U.S. traders more qualified in making valuations?

Shipping risk management practice revisited: A new portfolio approach

Private information, capital flows, and exchange rates

Global price discovery in the Australian dollar market and its determinants

Economies of scale and scope in financial market infrastructures

The valuation of ADR IPOs

Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks

Non-linear dependencies in African stock markets: Was subprime crisis an important factor?

Investigation of non-Gaussian effects in the Brazilian option market

Global macro risks in currency excess returns

Evaluating the efficiency of currency portfolios constructed by the mining association rules

Financial risk network architecture of energy firms

Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK

European quanto option pricing in presence of liquidity risk

Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market

Long-range correlations and asymmetry in the Bitcoin market

Impact of institutional reforms and industry structural factors on market returns of emerging market rivals during acquisitions by foreign firms

Does OPEC news sentiment influence stock returns of energy firms in the United States?

Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?

Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis

Higher moment exchange rate exposure of S&P500 firms

Exchange rate exposure of REITs

Long memory or structural breaks: Some evidence for African stock markets

The dynamic conditional relationship between stock market returns and implied volatility

Investor sentiment and country exchange traded funds: Does economic freedom matter?

Valuation of a hypothetical mining project under commodity price and exchange rate uncertainties by using numerical methods

Foreign exchange predictability and the carry trade: A decomposition approach

Order flow and exchange rate comovement

Investigating existence of chaos in short and long term dynamics of Moroccan exchange rates

Decoding Chinese stock market returns: Three-state hidden semi-Markov model

Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds

Uncertainty, currency excess returns, and risk reversals

Do oil price asymmetric effects on the stock market persist in multiple time horizons?

Exploring the location and price differentials of cross-listed firms for arbitrage opportunities

Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis

Federal reserve's policy, global equity markets, and the local monetary policy stance

The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises

The G7 business cycle in a globalized world

Investment potential and risk hedging characteristics of platinum group metals

On the predictability of carry trade returns: The case of the Chinese Yuan

Dynamic information spillovers in intraregionally-focused spot and forward currency markets

Long-range dependence in returns and volatility of global gold market amid financial crises

A revisit to economic exposure of U.S. multinational corporations

Currency volatility and bid-ask spreads of ADRs and local shares

A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction

Can monetary policy cause the uncovered interest parity puzzle?

An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach

Dissecting models' forecasting performance

Cross-border arbitrage and acquirersâ returns in the Eurozone crisis

Timeâfrequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis