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...
Saved in:
| Main Authors: | , , , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043997859&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58545 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |