نتایج جستجو برای: this paper investigates return and volatility spillover effects between three size

تعداد نتایج: 17341415  

Journal: :تحقیقات مالی 0
رضا راعی استاد دانشکده مدیریت، دانشگاه تهران، ایران شاپور محمدی دانشیار دانشکده مدیریت، دانشگاه تهران، ایران علیرضا سارنج استادیار دانشکده مدیریت و حسابداری پردیس فارابی، دانشگاه تهران، ایران

this paper examines regime shifts in tedpix return and volatility and the effects of positive and negative crude oil shocks and gold price fluctuations on stock market shifts behavior using markov switching egarch model with student’s t-distribution. we detect two episodes of series behavior, one relative to low mean/high variance regime namely bear state and the other to high mean/low variance...

2017
Xuejin Zhao Han Zhang X. J. Zhao H. Zhang

This paper investigates the issue of co-movement and interaction among the monetary, foreign exchange and stock markets by employing the data from China’s financial markets. Based on the ICA-EGARCH-M model, we explore the volatility spillover effects so as to illustrate the overall co-movements across financial markets. Furthermore, in order to observe the multi-market dynamic relationship vari...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیخ بهایی - دانشکده زبانهای خارجی 1392

the purpose of this study was to investigate the impact of blended learning and multimedia softwares on iranian efl students vocabulary learning. in addition, the present study tried to examine the extent to which multimedia softwares can be applied into efl classes in iran. it also attempted to find out students attitudes toward using these softwares. to this end, 87 iranian efl learners at el...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده ادبیات و زبانهای خارجی 1390

monumental changes occurring on a daily basis have altered the world into a global village of expanding technology and shrinking geography in which preparing language learners for intercultural communication seems to be a sine qua non for modern language education. employing a cross-sectional design in its first phase, this study investigated the intercultural sensitivity and language proficien...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه بوعلی سینا - دانشکده ادبیات و علوم انسانی 1392

abstract: the present study was undertaken to investigate whether 1) there is any significant correlation between iranian efl/eap learners’ l2 writing proficiency and their willingness to communicate, 2) there is any significant difference between efl and eap learners in terms of willingness to communicate, 3) there is any significant difference in wtc of iranian efl/eap learners with 1- nati...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده ادبیات و علوم انسانی دکتر علی شریعتی 1392

like any other learning activity, translation is a problem solving activity which involves executing parallel cognitive processes. the ability to think about these higher processes, plan, organize, monitor and evaluate the most influential executive cognitive processes is what flavell (1975) called “metacognition” which encompasses raising awareness of mental processes as well as using effectiv...

F. Nourzad, K. Kennedy

This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه یزد 1388

there is less published research about how teachers in efl contexts respond to students who are relatively less mature and less competent l2 writers. while writing researchers have examined various issues concerning peer and teacher response in writing-oriented classes, little research has centered on the effect of collaborative tasks particularly dictogloss on writing skills. output collaborat...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیراز - دانشکده ادبیات و علوم انسانی 1391

nowadays enhancing critical thinking in learners is considered one of the foreign language teachers’ tasks due to its high position in foreign language classrooms. when it comes to selecting materials for language classrooms, there are obviously some criteria that teachers should apply. the present study aimed at a critical thinking based analysis of ten picture story books and ten folktales th...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده ادبیات و علوم انسانی دکتر علی شریعتی 1392

the present paper investigates how far ideologies can be tease out in discourse by examining the employed schemata by two ideologically opposed news media, the bbc and press tv, to report syria crisis during a period of nine months in 2011. by assuming that news is not a valuefree construction of facts and drawing on micro structural approach of schema theory, for the first time in discours...

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