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Monetary environments and stock returns : international evidence based on the quantile regression technique

Chevapatrakul, Thanaset - In: International review of financial analysis 38 (2015), pp. 83-108

Persistent link: https://www.econbiz.de/10011337628

Return sign forecasts based on conditional risk : evidence from the UK stock market index

Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353

Persistent link: https://www.econbiz.de/10009760654

Monetary environments and stock returns revisited : a quantile regression approach

Chevapatrakul, Thanaset - In: Economics letters 123 (2014) 2, pp. 122-126

Persistent link: https://www.econbiz.de/10010399880

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

The Taylor principle and monetary policy approaching a zero bound on nominal rates : quantile regression results for the United States and Japan

Chevapatrakul, Thanaset; Kim, Tae-hwan; Mizen, Paul - In: Journal of money, credit and banking : JMCB 41 (2009) 8, pp. 1705-1723

Persistent link: https://www.econbiz.de/10003907153

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

Monetary policy reaction functions in small open economies : a quantile regression approach

Chevapatrakul, Thanaset; Paez-Farrell, Juan - In: The Manchester School 82 (2014) 2, pp. 237-256

Persistent link: https://www.econbiz.de/10010419557

The effects of news events on market contagion : evidence from the 2007 - 2009 financial crisis

Chevapatrakul, Thanaset; Tee, Kaihong - In: Research in international business and finance 32 (2014), pp. 83-105

Persistent link: https://www.econbiz.de/10010434473

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