The determinants of co-movement dynamics between sukuk and conventional bonds
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State network approach to characteristics of financial crises
Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach
Investor sentiment and the mean-variance relationship: European evidence
London calling: Nonlinear mean reversion across national stock markets
Interest rate risk management with debt issues: Evidence from Europe
Detrended fluctuation analysis based on higher-order moments of financial time series
Analysis of financial time series using multiscale entropy based on skewness and kurtosis
Stock markets, banks, and economic growth: Evidence from more homogeneous panels
Nonlinear capital market payoffs to science-led innovation
Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence
Multiple days ahead realized volatility forecasting: Single, combined and average forecasts
Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods
Biodiversity defrosted: unveiling non-compliant fish trade in ethnic food stores
Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
Is equity market volatility driven by migration fear?
Refined composite multiscale weighted-permutation entropy of financial time series
Connectedness network and dependence structure mechanism in green investments
Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK
Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis
Long-term stock market volatility and the influence of terrorist attacks in Europe
A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test
Initial public offerings on the UK when-issued market
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
From innovation to penetration: Calculating the energy transition time lag for motor vehicles
Determinants of risk in the banking sector during the European Financial Crisis
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries
Dependence changes between the carbon price and its fundamentals: A quantile regression approach
International stock return co-movements and trading activity
Open Access for Rail Passenger Services in Europe: Lesson Learnt from Forerunner Countries
Stress tests and asset quality reviews of banks: A policy announcement tool
Financial tail risks in conventional and Islamic stock markets: A comparative analysis
Extreme daily returns and the cross-section of expected returns: Evidence from Brazil
Was the collapse of the communist bloc a game changer in the stock markets? Left-wing vs. right-wing political preferences and stock market development
A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe
The asymmetric effect of international swap lines on banks in emerging markets
The behaviour of share returns of football clubs: An econophysics approach
Psychological barriers in stock market indices: Evidence from four southern European countries
International stock market comovement in time and scale outlined with a thick pen
Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes
International tests of a five-factor asset pricing model
The relationship between pension funds and the stock market: Does the aging population of Europe affect it?
Fragmentation vs. consolidation in Spanish Stock Exchange. A note
Impacts of current EU regulation on the UK whitefish value chain
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence
Comparison of transfer entropy methods for financial time series
Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications
Permutation entropy analysis based on GiniSimpson index for financial time series
Frequency aspects of information transmission in a network of three western equity markets
The source of global stock market risk: A viewpoint of economic policy uncertainty
Market impact and structure dynamics of the Chinese stock market based on partial correlation analysis
Financial development convergence: New evidence for the EU
European equity market integration and joint relationship of conditional volatility and correlations
International stock return predictability: Evidence from new statistical tests
A fresh look at integration of risks in the international stock markets: A wavelet approach
An empirical investigation of herding in the U.S. stock market
Time-varying causality between stock and housing markets in China
Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
Intraday industry-specific spillover effect in European equity markets
Reprint of: The asymmetric effect of international swap lines on banks in emerging markets
Network, market, and book-based systemic risk rankings
Analysis of the global financial crisis using statistical moments
Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
An analysis of dependence between Central and Eastern European stock markets
Dilemma: Regional or International Interdependencies in Central and Eastern European Stock Markets ☆
Liquidity of the European Stock Markets Under the Influence of HFT ☆