Extreme values analysis for Asean stock exchanges

by Chaiboonsri C., Chaitip P.
Published 2017

Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility

by Chaiboonsri C., Chaitip P.
Published 2017

Analysing monetary policy's transmission mechanisms through effective and expected interest rates: An application of MS-models, Bayesian VAR and cointegration approaches for Brazil

by Moreira,R.R., Chaiboonsri,C., Chaitip,P.
Published 2015

Analysing monetary policy's transmission mechanisms through effective and expected interest rates: An application of MS-models, Bayesian VAR and cointegration approaches for Brazil

by Moreira R.R., Chaiboonsri C., Chaitip P.
Published 2014

Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility

by Moreira R.R., Chaiboonsri C., Chaitip P.
Published 2014