Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easing

© Springer International Publishing Switzerland 2016. We analyze the dependence relationship between the Thai currency and international currencies after the introduction of quantitative easing (QE). The daily currency exchange rates of Thailand, European countries, Great Britain, Japan, Indonesia,...

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Bibliographic Details
Main Authors: Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952705529&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55555
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Institution: Chiang Mai University