Similar Search Results

Narrow search

Forecasting changes in UK interest rates

Kim, Tae-hwan; Mizen, Paul; Chevapatrakul, Thanaset - In: Journal of forecasting 27 (2008) 1, pp. 53-74

Persistent link: https://www.econbiz.de/10003738384

Forecasting changes in UK interest rates

Chevapatrakul, Thanaset (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003579838

Monetary information and monetary policy decisions : evidence from the euroarea and the UK

Chevapatrakul, Thanaset; Kim, Tae-hwan; Mizen, Paul - In: Journal of macroeconomics 34 (2012) 2, pp. 326-341

Persistent link: https://www.econbiz.de/10009689404

Coexceedance in the US and the UK Stock Markets : An Analysis of Contagion During the 2007-2009 Financial Crisis

Chevapatrakul, Thanaset - 2013

In this paper, we empirically analyze the effect of the credit crisis of 2008 by adopting coexceedance as a contagion measure. We assess the effect of news of governmental intervention and the collapse of firms during the period from 2007 to 2009 on the coexceedance. Our approach involves...

Persistent link: https://www.econbiz.de/10013087858

The overreaction hypothesis in the UK market : empirical analysis

Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111

Persistent link: https://www.econbiz.de/10003590536

Momentum profits and time-varying unsystematic risk

Li, Xiafei; Miffre, Joëlle; Brooks, Chris; O'Sullivan, … - In: Journal of banking & finance 32 (2008) 4, pp. 541-558

Persistent link: https://www.econbiz.de/10003707678