118 Seri Thai Road
Bangkok, 10240
Thailand
National Institute of Development Administration
SSRN RANKINGS
in Total Papers Downloads
Economic growth, Government expenditures, Granger causality test, Least Square Estimation
Dividend payout, debt financing, equity financing, panel regression, stock markets
Oil shocks, inflation, bivariate GARCH, causality
Stock market returns, macro variables, unit root, cointegration, causality
Bilateral real exchange rate, imports, exports, dynamic OLS
stock prices, effective exchange rate, bivariate GARCH, causality
Exchange rate uncertainty, GARCH, imports, ARDL bounds testing
Purchasing power parity, bilateral exchange rate, unit root, cointegration
Stock market index, Variance-Ratio, GARCH, Market efficiency
real stock price, real oil price, volatility transmission, emerging markets
risk-return, emerging stock market, GARCH
Real Exchange Rate Uncertainty, Exports, Bounds Testing for Cointegration
Industrial production, oil prices, VAR, Cointegration
exports, growth, cointegration, causality
Money, price level, aggregate output, cointegration
Stock return, trading volume, volatility, VAR, subprime crisis
Tourism indicator, real GDP, structural breaks, threshold coinegration, causality
Oil price, real exchange rate, bivariate GARCH, volatility spillover
Capital formation, economic growth, stock market capitalization, bounds testing
Output volatility, output growth, ARCH/GARCH model, causality
manufacturing sector, exports, imports of capital goods, economic growth
monetary policy shock, structural VAR, impulse response
money multiplier, exogeneity of money supply, cointegration
Inflation, growth, threshold model
Inflation persistence, exchange rate regimes, monetary policy, inflation targeting
Stock prices, Present Value model, Variance Bounds Test, Cointegration, Equity Price Bubbles
Real Money Demand, Real Income, Interest Rate, Cointegration, Dynamic OLS
Economic growth, market capitalization, trade openness, cointegration, causality
Crude oil price, inflation rate, structural break, oil-importing countries
Stock return, real activity, forecasting, causality, emerging market
Equity index returns, interest rate risk, exchange rate risk, quantile regression
Stock Returns, Oil Price Shock, Volatility Spillover, Bivariate GARCH, emerging stock market
Government expenditures, real GDP, cointegration, causality
housing prices, stock prices, real exchange rate, current account, strucural vector auto-regession
Causality, electricity consumption, economic growth
Bilateral real exchange rate, exports, imports, cointegration, dynamic OLS
Equity index return, option prices, implied volatility, asymmetric effect
Inflation, inflation uncertainty, GARCH, quantile regression, Asian economies
Industrial production, oil price shock, oil price volatility, cointegration, causality
Market discipline, market monitoring, systemic risk, banking and currency crises
Gasoline, ethanol, flexible fuel vehicles, energy security, environmental quality improvement.
Exchange rate, domestic prices, cointegration
Policy rate, output, prices, error correction mechanism, impulse responses
Government revenue, government expenditures, unit root, cointegration, structural break, symmetric or asymmetric adjustment, causality
Asymmetric volatility, feedback effect, leverage effect, emerging stock market
energy use, exports, imports, cointegration, causality
Allais violations, expected utility, experimental economics, choice under uncertainty
bivariate GARCH, stock prices, bilateral exchange rate, volatility spillover
inflation uncertainty, GARCH, EGARCH
capital mobility, causality, cointegration, investment and savings, the Feldstein-Horioka puzzle
Inflation uncertainty, Output uncertainty, bivariate GARCH