Modeling dependence structure of evidence from ASEAN-5 stock market patterns

Modeling dependence structure of evidence from ASEAN-5 stock market patterns

© 2020, Universita Putra Malaysia. This paper was proposed to focus on the dependence structure of economics cycles (economic booms and recessions) among ASEAN-5 stock indexes which were the Philippines stock market (The Philippines Composite index: PSEi), Indonesia Stock market (Jakarta Composite I...

Saved in:

書目詳細資料
Main Authors:	Pattamon Pongkongkaew, Satawat Wannapan, Prasert Chaitip, Chukiat Chaiboonsri
格式:	雜誌
出版:	2020
主題:	Business, Management and Accounting Economics, Econometrics and Finance
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85084754494&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70286
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

相似書籍

Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
由: Chukiat Chaiboonsri, et al.
出版: (2018)

Extreme values analysis for Asean stock exchanges
由: Chukiat Chaiboonsri, et al.
出版: (2018)

Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
由: Chukiat Chaiboonsri, et al.
出版: (2018)

Identification of the connection between tourism demand and economic growth in ASEAN-3
由: Satawat Wannapan, et al.
出版: (2018)

An analysis of long-run relationship between ICT sectors and economic growth: Evidence from ASEAN countries
由: Chukiat Chaiboonsri, et al.
出版: (2020)

The extreme value forecasting in dynamics situations for reducing of economic crisis: Cases from Thailand, Malaysia, and Singapore
由: Chukiat Chaiboonsri, et al.
出版: (2018)

Multi-process-based maximum entropy bootstrapping estimator: Application for net foreign direct investment in ASEAN
由: Arisara Romyen, et al.
出版: (2019)

Weak dependence between the Brazilian consumer inflation and expected inflation: Non-linear and Copulas methods and a note on the Central Bank's credibility
由: Ricardo Ramalhete Moreira, et al.
出版: (2018)

Effects of international gold market on stock exchange volatility: Evidence from asean emerging stock markets
由: Giam Quang Do, et al.
出版: (2018)

Effects of international gold market on stock exchange volatility: Evidence from asean emerging stock markets
由: Giam Quang Do, et al.
出版: (2018)

The understanding of dependence structure measurement: Evidence from natural rubber imports of ASEAN
由: Kewalin Somboon, et al.
出版: (2020)

The Optimizing Algorithm for Economic Cycles in ASEAN Stock Indexes
由: Satawat Wannapan, et al.
出版: (2018)

Asian stock markets analysis: The new evidence from time-varying coefficient autoregressive model
由: Napon Hongsakulvasu, et al.
出版: (2020)

Forecasting of VaR in extreme event under economic cycle phenomena for the ASEAN-4 stock exchange
由: Satawat Wannapan, et al.
出版: (2018)

Forecasting of VaR in extreme event under economic cycle phenomena for the ASEAN-4 stock exchange
由: Satawat Wannapan, et al.
出版: (2018)

Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market
由: GAO, Yu, et al.
出版: (2002)

China’s outward foreign direct investment in the greater mekong subregion
由: Nisit Panthamit, et al.
出版: (2020)

Bank-related asset management firm and risk taking in mutual fund tournament: Evidence from Asean economic community
由: Woraphon Wattanatorn, et al.
出版: (2018)

Forecasting Volatility in the New Zealand Stock Market
由: YU, Jun
出版: (2002)

Analysing monetary policy's transmission mechanisms through effective and expected interest rates: An application of MS-models, Bayesian VAR and cointegration approaches for Brazil
由: Moreira,R.R., et al.
出版: (2015)

The dependence structure and portfolio optimization in economic cycles: An application in ASEAN stock market
由: Jittima Singvejsakul, et al.
出版: (2019)

Effect of export experience and market scope strategy on export performance: Evidence from Poland
由: Jerzy Cieślik, et al.
出版: (2018)

The predictable market and mutual fund’s superior performance. The evidence from the higher moment method
由: Woraphon Wattanatorn, et al.
出版: (2018)

DAViS: a unified solution for data collection, analyzation, and visualization in real-time stock market prediction
由: Suppawong Tuarob, et al.
出版: (2022)

Alternative prediction methods in the stock exchanges of Thailand
由: Kanchana Chokethaworn, et al.
出版: (2020)

Internationalization Strategies of ASEAN Firms
由: N. Thirawat
出版: (2018)

The value of analysts' recommendations in the thai stock market
由: Ravi Lonkani, et al.
出版: (2018)

Reassessing the determinants of international stock market correlation
由: Pandej Chintrakarn, et al.
出版: (2018)

Rank-dependent utility and risk taking in complete markets
由: Xue Dong He, et al.
出版: (2018)

Volatility of the US stock market and business strategy during COVID-19
由: Emon Kalyan Chowdhury, et al.
出版: (2022)

Global Market Segmentation and the Patterns in Stock Market Reaction Surrounding U.S. Earnings Announcements: Further Evidence
由: Kang, Tony
出版: (2005)

Global Market Segmentation and the Patterns in Stock Market Reactions Surrounding U.S. Earnings Announcements: Further Evidence
由: Kang, Tony
出版: (2004)

Trading performance of individual, institutional, and foreign investors: Evidence from the stock exchange of Thailand
由: Nareerat Taechapiroontong, et al.
出版: (2018)

Logistics performance review: European Union and ASEAN community
由: Salinee Santiteerakul, et al.
出版: (2018)

Accounting information vs. financial market information in explaining stock returns: Evidence from publicly listed non-financial firms in the ASEAN-5 stock markets from 2010 to 2020
由: Roque, Roseanne N., et al.
出版: (2022)

ASEAN energy sector under public-private partnership: Challenge for market governance
由: Pornchai Wisuttisak, et al.
出版: (2018)

Aggregate Investor Confidence in the Stock Market
由: Chris Meier
出版: (2019)

Forecasting Volatility in the Singapore Stock Market
由: TSE, Yiu Kuen, et al.
出版: (1992)

Application of the Bayesian dsge model to the international tourism sector: Evidence from Thailand's economic cycle
由: Satawat Wannapan, et al.
出版: (2018)

The determinants of leverage decisions: Evidence from Asian emerging markets
由: Quratulain Zafar, et al.
出版: (2020)