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Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, … - In: Applied financial economics 21 (2011) 13, pp. 997-1004
Persistent link: https://www.econbiz.de/10009165794
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Do sovereign rating changes trigger spillover effects?
Bissoondoyal-Bheenick, Emawtee - In: Research in international business and finance 26 (2012) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10009816345
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Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Yip, … - In: Global finance journal 17 (2006) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10007630927
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Are there nonlinearities in short-term interest rates?
Treepongkaruna, Sirimon; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 46 (2006) 1, pp. 149
Persistent link: https://www.econbiz.de/10006228393
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Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach
Treepongkaruna, Sirimon; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 43 (2003) 2, pp. 231
Persistent link: https://www.econbiz.de/10006254373
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Do trading hours affect volatility links in the foreign exchange market?
Treepongkaruna, Sirimon; Brooks, Robert; Gray, Stephen - In: Australian journal of management 37 (2012) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10009849490
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Determinants of bond spreads: evidence from credit derivatives of Australian firms
Darwin, Tristan; Treepongkaruna, Sirimon; Faff, Robert - In: Australian journal of management 37 (2012) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10009849491
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A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
Faff, Robert; Treepongkaruna, Sirimon - In: Australian journal of management 38 (2013) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10010158472
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2 Explaining Credit Ratings of Australian Companies — An Application of the Merton Model
Tanthanongsakkun, Suparatana; Treepongkaruna, Sirimon - In: Australian journal of management 33 (2008) 2, pp. 261-276
Persistent link: https://www.econbiz.de/10008168064
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6 Pricing Bonds in the Australian Market
Bilson, Christopher M.; Brailsford, Timothy J.; … - In: Australian journal of management 33 (2008) 1, pp. 123-144
Persistent link: https://www.econbiz.de/10008076648