Will QE change the dependence between Baht/Dollar exchange rates and price returns of AOT and MINT?

© 2014 by the Mathematical Association of Thailand. All rights reserved. This paper used the C-vine copula model to analyze the dependence between the returns of the Baht/Dollar exchange rates, and two stock prices in the travel and tourism sectors of the stock market of Thailand, under the second r...

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Bibliographic Details
Main Authors: T. Kiatmanaroch, O. Puarattanaarunkorn, S. Sriboonchitta
Format: Journal
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907229356&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/45509
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Institution: Chiang Mai University

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