Macroeconomic News Announcement and Thailand Stock Market
© 2018, Springer International Publishing AG, part of Springer Nature. This paper investigates the effect of Thailand surprising macroeconomic news announcement on Thailand stock market. We adopt the MSGARCH-jump with augmented news intensity model, which is an extension to the original MSGARCH-jump...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043997859&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58545 |
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| Institution: | Chiang Mai University |