Narrow search
Showing 1 - 10 of 22
Cover Image
Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market
Guozhou, Li; Gan, Christopher; Sirimon Treepongkaruna - In: The international journal of business and finance … 3 (2009) 1, pp. 103-118
Persistent link: https://www.econbiz.de/10003955589
Cover Image
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) 13/15, pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Cover Image
Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
Cover Image
Currency jumps and crises : do developed and emerging market currencies jump together?
Kam Fong Chan; Powell, John Gregory; Sirimon Treepongkaruna - In: Pacific-Basin finance journal 30 (2014), pp. 132-157
Persistent link: https://www.econbiz.de/10010496360
Cover Image
Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10003859699
Cover Image
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Cover Image
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Cover Image
How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Cover Image
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Cover Image
Thai financial markets and political change
Sutsarun Lumjiak; Sirimon Treepongkaruna; Wee, Marvin; … - In: Journal of financial management, markets and institutions 2 (2014) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10011949641