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US dollar and determination of the renminbi value : short-run and long-run approaches

Phengpis, Chanwit; Swanson, Peggy Eubanks; Prombutr, Wikrom - In: Journal of Asia Pacific business 16 (2015) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10011348820

Can investors hold more real estate? : evidence from statistical properties of listed REIT versus non-REIT property companies in the U.S.

Glascock, John Leslie; Prombutr, Wikrom; Zhang, Ying; … - In: The journal of real estate finance and economics 56 (2018) 2, pp. 274-302

Persistent link: https://www.econbiz.de/10011966529

Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors

Gallimore, Paul; Hansz, J. Andrew; Prombutr, Wikrom; … - In: International Real Estate Review 17 (2014) 3, pp. 359-394

We investigate long-term cointegrative and short-term causal relations among seven U.S. sectoral REITs. First, cointegration tests identify one long-term cointegrative relation among five of the sectors, which suggests that two of the sectors are outside the cointegrative space. Second,...

Persistent link: https://www.econbiz.de/10010942739

Market efficiency and cointegration of spot exchange rates during periods of economic turmoil : another loot at European and Asian currency crises

Phengpis, Chanwit - In: Journal of economics & business 58 (2006) 4, pp. 323-342

Persistent link: https://www.econbiz.de/10003344336

Economic interdependence and common stochastic trends : a comparative analysis between EMU and non-EMU stock markets

Phengpis, Chanwit; Apilado, Vince P. - In: International review of financial analysis 13 (2004) 3, pp. 245-263

Persistent link: https://www.econbiz.de/10002115096

Portfolio diversification effects of trading blocs : the case of NAFTA

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Journal of multinational financial management 16 (2006) 3, pp. 315-331

Persistent link: https://www.econbiz.de/10003328761

Long-run stock market integration and economic convergence in the European Monetary Union (EMU)

Phengpis, Chanwit - 2004

Persistent link: https://www.econbiz.de/10003550193

Optimization, cointegration and diversification gains from international portfolios : an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy Eubanks - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10009272498

Stability of the S&P 500 futures market efficiency conditions

Crowder, William J.; Phengpis, Chanwit - In: Applied financial economics 15 (2005) 12, pp. 855-866

Persistent link: https://www.econbiz.de/10003070704

Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis

Phengpis, Chanwit; Swanson, Peggy - In: Review of Quantitative Finance and Accounting 36 (2011) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10008925893