Identifying and ranking financial market risks in Iran

مراجع و منابع این مقاله:

• A. Ang and J. Chen, Asymmetric correlations of equity portfolios, ...
• N. Antonakakis, I. Chatziantoniou, and G. Filis, Dynamic co-movements of ...
• S. Baker, N. Bloom, and J. Davis Steven, Measuring economic ...
• T. Bali and H. Zhou, Risk, uncertainty, and expected returns, ...
• T.G. Bali, K.O. Demirtas, and H. Levy, Is there an ...
• J. Barunik and M. Nevrla, Quantile spectral beta: A tale ...
• M. Bijsterbosch and P. Gu´erin, Characterizing very high uncertainty episodes, ...
• C.C. Binder, Measuring uncertainty based on rounding: New method and ...
• Monetary Econ. ۹۰ (۲۰۱۷) ...
• N. Bloom, The impact of uncertainty shocks, J. Economet. ۷۷ ...
• T. Bollerslev, S. Z. Li, and B. Zhao, Good volatility, ...
• Quant. Anal. ۵۵ (۲۰۲۰), no. ۳, ۷۵۱–۷۸۱ ...
• T. Bollerslev, S.Z. Li, and V. Todorov, Roughing up beta: ...
• T. Bollerslev and V. Todorov, Tails, fears, and risk premia, ...
• O. Bondarenko and C. Bernard, Option-implied dependence and correlation risk ...
• D. Bredin and S. Fountas, Macroeconomic uncertainty and macroeconomic performance: ...
• F. Chabi-Yo, M. Huggenberger, and F. Weigert, Multivariate crash risk, ...
• F. Chabi-Yo and S. Ruenzi F. Weigert, Crash sensitivity and ...
• Quant. Anal. ۵۳ (۲۰۱۸), no. ۳, ۱۰۵۹–۱۱۰۰ ...
• C.H. Cheng and Y. Lin, Evaluating the best mail battle ...
• M. Cremers, M. Halling, and D. Weinbaum, Agregate jump and ...
• D. Cronin, R. Kelly, and B. Kennedy, Money growth, uncertainty ...
• D. Das and S. B. Kumar, International economic policy uncertainty ...
• M. Dzielinski, Measuring economic uncertainty and its impact on the ...
• R. Elkamhi and D. Stefanova, Dynamic hedging and extreme asset ...
• R. F. Engle and A. Mistry, Priced risk and asymmetric ...
• C.B. Erb, C.R. Harvey, and T.E. Viskanta, Political risk, economic ...
• A. Farago and R. Tedongap, Downside risks and the cross-section ...
• J. Gao, S. Zhu, N. O’Sullivan, and M. Sherman, The ...
• E. Guglielminetti, The effects of uncertainty shocks on the labor ...
• Sciences-Po. Fr/Sites/ Default/ Files/Elisa. Pdf (۲۰۱۳) ...
• M. Helseth, S. Krakstad, and P. Molnar, Can policy and ...
• Organ. ۱۷۶ (۲۰۲۰), ۷۰۱–۷۱۹ ...
• Y. Hong, J. Tu, and G. Zhou, Asymmetries in stock ...
• Financ. Stud. ۲۰ (۲۰۰۶), no. ۵, ۱۵۴۷–۱۵۸۱ ...
• B. Kelly and H. Jiang, Tail risk and asset prices, ...
• W.L. Kumo, Macroeconomic uncertainty and aggregate private investment in south ...
• ۷۴ (۲۰۰۶), no. ۲, ۱۹۰–۲۰۴ ...
• S. Leduc and Z. Liu, Uncertainty shocks are aggregate demand ...
• X.M. Li, New evidence on economic policy uncertainty and equity ...
• F. Longin and B. Solnik, Extreme correlation of international equity ...
• Z. Lu and S. Murray, Bear beta, J. Financ. Econ. ...
• K. Jurado Ludvigson, C. Sydney, and S. Ng, Measuring uncertainty, ...
• L. P´astor and P. Veronesi, Uncertainty about government policy and ...
• A. J. Patton, On the out-of-sample importance of skewness and ...
• Financ. Econ. ۲ (۲۰۰۴), no. ۱, ۱۳۰–۱۶۸ ...
• G. Segal, I. Shaliastovich, and A. Yaron, Good and bad ...
• K. Sek´sci´nska, J. Rudzinska-Wojciechowska, and D. Jaworska, Self-control and financial ...
• L. Serven, Macroeconomic uncertainty and private investment in developing countries: ...
• Y. Wang, B. Zhang, X. Diao, and C. Wu, Commodity ...
نمایش کامل مراجع