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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

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

Asset market linkages : evidence from financial, commodity and real estate assets

Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426

Persistent link: https://www.econbiz.de/10009244977

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

Do asset backed securities ratings matter on average?

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Research in international business and finance 33 (2015), pp. 32-43

Persistent link: https://www.econbiz.de/10011325893

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Journal of multinational financial management 25/26 (2014), pp. 51-63

Persistent link: https://www.econbiz.de/10010516824

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

Do trading hours affect volatility links in the foreign exchange market?

Sirimon Treepongkaruna; Brooks, Robert; Gray, Stephen - In: Australian journal of management 37 (2012) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10009582208

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

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