Browsing byAuthorTreepongkaruna, S
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2016-03-01 | Stock and currency market linkages: New evidence from realized spillovers in higher moments | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
2015-06 | Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments | Brooks, R; Faff, R; Treepongkaruna, S; Wu, E |
2014-10-01 | How does trading volume affect financial return distributions? | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
2014-01-01 | The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union | Do, HX; Brooks, R; Treepongkaruna, S; Wu, E |
2012-01 | Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework | Do, H; Brooks, R; Treepongkaruna, S; Wu, E; al, FME |
2012-01 | Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis | Treepongkaruna, S; Wu, E |
2009-01 | Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim | Treepongkaruna, S; Wu, E; Gregoriou, GN |