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Can Bitcoin be a diversifier, hedge or safe haven tool?
Stensås, Anders; Nygaard, Magnus Frostholm; Kya, Khine - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-17
This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional Correlation (DCC) model. The sample covers seven developed and six...
Persistent link: https://www.econbiz.de/10012657505
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Forecasting and finite sample performance of short rate models : international evidence
Sirimon Treepongkaruna - In: International review of finance 5 (2005) 5, pp. 175-197
Persistent link: https://www.econbiz.de/10003396420
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Quasi-maximum likelihood estimates of Kiwi short-term interest rate
Sirimon Treepongkaruna - In: Applied economics letters 10 (2003) 15, pp. 937-942
Persistent link: https://www.econbiz.de/10001876624
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A comparison of corporate bankruptcy models in Australia : the Merton vs accounting-based models
Tanthanongsakkun, Suparatana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003633008
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Pricing bonds in the Australian market
Bilson, Chris M.; Brailsford, Timothy J.; Sullivan, Luke J. - In: Australian journal of management 33 (2008/09) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10003740514
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Information and volatility links in the foreign exchange market
Sirimon Treepongkaruna; Gray, Stephen - In: Accounting and finance : journal of the Accounting … 49 (2009) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10003859699
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Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market
Guozhou, Li; Gan, Christopher; Sirimon Treepongkaruna - In: The international journal of business and finance … 3 (2009) 1, pp. 103-118
Persistent link: https://www.econbiz.de/10003955589
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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
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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
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The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405