Dependence between volatility of stock price index returns and volatility of exchange rate returns under QE programs: Case studies of Thailand and Singapore

© Springer International Publishing Switzerland 2016. This study found the evidences of the dependence between the volatility of stock price index returns and the volatility of exchange rate returns measured against US Dollar and Japanese Yen, and the independence between the volatility of stock pri...

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Main Authors: Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta
格式: Book Series
出版: 2018
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在線閱讀:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84952683736&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55589
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機構: Chiang Mai University