A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
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Global liquidity transmission to emerging market economies, and their policy responses
Market volatility and stock returns: The role of liquidity providers
Determinants of idiosyncratic volatility: Evidence from the Indian stock market
Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets
The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry
Idiosyncratic returns and relative value in the US Treasury market
The consequences of liquidity imbalance: When net lenders leave interbank markets
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
Liquidity basis between credit default swaps and corporate bonds markets
Real option with liquidity constraints under secondary debt illiquidity risk market
The returns, risk and liquidity relationship in high frequency trading: Evidence from the Oslo stock market
Market resiliency conundrum: is it a predicator of economic growth?
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Forecasting multiple-term structures from interbank rates
Interbank lending, network structure and default risk contagion
Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893
How do banks determine their spreads under credit and liquidity risks during business cycles?
Portfolio valuation under liquidity constraints with permanent price impact
Higher-moment liquidity risks and the cross-section of stock returns
The fiscal theory of the price level in a world of low interest rates
The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence
Tail risk in hedge funds: A unique view from portfolio holdings
An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking
Idiosyncratic volatility, conditional liquidity and stock returns
Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?
An application of extreme value theory in estimating liquidity risk
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Option pricing for a large trader with price impact and liquidity costs
Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
Corporate investment and stock liquidity: Evidence on the price impact of trade
Corporate investment, short-term return reversal, and stock liquidity
Disentangling the relationship between liquidity and returns in Latin America
Money market funds, shadow banking and systemic risk in United Kingdom
Do European banks with a covered bond program issue asset-backed securities for funding?
Identifying and measuring the contagion channels at work in the European financial crises
Credit default swaps, exacting creditors and corporate liquidity management