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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 4.

August 2015

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Implied volatility transmissions between Thai and selected advanced stock markets.

October 2015

Thakolsri, Supachok and Sethapramote, Yuthana and Jiranyakul, Komain (2015): Asymmetric volatility of the Thai stock market: evidence from high-frequency data.

June 2016

Thakolsri, Supachock and Sethapramote, Yuthana and Jiranyakul, Komain (2016): Relationship of the change in implied volatility with the underlying equity index return in Thailand.

January 2020

Theplib, Krit and Sethapramote, Yuthana and Jiranyakul, Komain (2020): Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand.

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