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...
محفوظ في:
المؤلفون الرئيسيون: | T. Kiatmanaroch, O. Puarattanaarunkorn, S. Sriboonchitta |
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التنسيق: | دورية |
منشور في: |
2018
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الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907229356&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45509 |
الوسوم: |
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مواد مشابهة
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Will QE change the dependence between Baht/Dollar exchange rates and price returns of AOT and MINT?
بواسطة: T. Kiatmanaroch, وآخرون
منشور في: (2018) -
Dependence between volatility of stock price index returns and volatility of exchange rate returns under QE programs: Case studies of Thailand and Singapore
بواسطة: Puarattanaarunkorn O., وآخرون
منشور في: (2017) -
Dependence between volatility of stock price index returns and volatility of exchange rate returns under QE programs: Case studies of Thailand and Singapore
بواسطة: Ornanong Puarattanaarunkorn, وآخرون
منشور في: (2018) -
The Effects of the United States and Thailand's macroeconomic News on baht/dollar exchange rate behavior
بواسطة: Panukorn Chantaraprapab
منشور في: (2008) -
The Effects of the United States and Thailand s macroeconomic News on baht/dollar exchange rate behavior
بواسطة: Panukorn Chantaraprapab
منشور في: (2000)