On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: Evidence for Asean and East Asia

© 2016 by the Mathematical Association of Thailand. All rights reserved. This study analyzes the relationship among exchange rate (against US dollar), interest rate, government bond and the stock market in three ASEAN countries consisting of Thailand, Malaysia, Singapore and three East Asia countrie...

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Bibliographic Details
Main Authors: Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008325117&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55956
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Institution: Chiang Mai University