Forecasting and finite sample performance of short rate models : international evidence

von Sirimon Treepongkaruna
Veröffentlicht in International review of finance (2006)

Quasi-maximum likelihood estimates of Kiwi short-term interest rate

von Sirimon Treepongkaruna
Veröffentlicht in Applied economics letters (2003)

Information and volatility links in the foreign exchange market

von Sirimon Treepongkaruna
Veröffentlicht in Accounting and finance (2009)

Explaining credit ratings of Australian companies : an application of the Merton model

von Tanthanongsakkun, Suparatana
Veröffentlicht in Australian journal of management (2008)

Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis

von Sirimon Treepongkaruna
Veröffentlicht in Research in international business and finance (2012)

An analysis of the determinants of bank ratings : comparison across ratings agencies

von Bissoondoyal-Bheenick, Ernawtee
Veröffentlicht in Australian journal of management (2011)

Recession fears as self-fulfilling prophecis? : influence on stock returns and output

von Powell, John Gregory
Veröffentlicht in Australian journal of management (2012)

A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data

von Faff, Robert W.
Veröffentlicht in Australian journal of management (2013)

Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market

von Guozhou, Li
Veröffentlicht in The international journal of business and finance research (2009)

Shareholder litigation rights and ESG controversies : a quasi-natural experiment

von Sirimon Treepongkaruna
Veröffentlicht in International review of financial analysis (2022)

How do independent directors view corporate social responsibility (CSR) during a stressful time? : evidence from the financial crisis

von Pandej Chintrakarn
Veröffentlicht in International review of economics & finance (2021)

Do trading hours affect volatility links in the foreign exchange market?

von Sirimon Treepongkaruna
Veröffentlicht in Australian journal of management (2012)

How do independent directors view generalist vs. specialist CEOs? : evidence from an exogenous regulatory shock

von Pattanaporn Chatjuthamard
Veröffentlicht in International review of financial analysis (2021)

Attention effect via internet search intensity in Asia-Pacific stock markets

von Tantaopas, Parkpoom
Veröffentlicht in Pacific-Basin finance journal (2016)

Do asset backed securities ratings matter on average?

von Bissoondoyal-Bheenick, Emawtee
Veröffentlicht in Research in international business and finance (2015)

Determinants of bond spreads : evidence from credit derivatives of Australian firms

von Darwin, Tristan
Veröffentlicht in Australian journal of management (2012)

Examining stress in Asian currencies : a perspective offered by high frequency financial market data

von Dungey, Mardi H.
Veröffentlicht in Journal of international financial markets, institutions & money (2020)

Climate policy uncertainty and the cross-section of stock returns

von Sirimon Treepongkaruna
Veröffentlicht in Finance research letters (2023)

Are all insiders on the inside? : evidence from the initiation of CDS trading and short selling in the financial sector

von To, Thomas Y.
Veröffentlicht in Journal of international financial markets, institutions & money (2018)

Explaining the bid-ask spread in the foreign exchange market : a test of alternate models

von Sirimon Treepongkaruna
Veröffentlicht in Australian journal of management (2014)