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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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907229356&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53693 |
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| Institution: | Chiang Mai University |
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