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Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan; Brooks, Robert Darren; Treepongkaruna, … - In: Economics letters 118 (2013) 3, pp. 462-465
Persistent link: https://www.econbiz.de/10010083461
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets: Evidence from the Asian Financial Crisis
Treepongkaruna, Sirimon; Wu, Eliza - In: Research in international business and finance 26 (2012) 3, pp. 335-353
Persistent link: https://www.econbiz.de/10009976852
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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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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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Asset market linkages: Evidence from financial, commodity and real estate assets
Chan, Kam Fong; Treepongkaruna, Sirimon; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1427
Persistent link: https://www.econbiz.de/10008992464
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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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An analysis of the determinants of bank ratings: comparison across ratings agencies
Bissoondoyal-Bheenick, Emawtee; Treepongkaruna, Sirimon - In: Australian journal of management 36 (2011) 3, pp. 405-425
Persistent link: https://www.econbiz.de/10009809113
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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