Sirimon Treepongkaruna

The University of Western Australia

Professor

35 Stirling Highway

Crawley, Western Australia 6009

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

51

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5,825

SSRN CITATIONS
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SSRN RANKINGS

Top 13,858

in Total Papers Citations

93

CROSSREF CITATIONS

15

Scholarly Papers (51)

1.

Corporate Governance, Earning Quality and Information Asymmetry: Evidence from Insider Trading Around the Globe

FIRN Research Paper No. 2725778
Number of pages: 42 Posted: 02 Feb 2016
Allan Hodgson, Suntharee Lhaopadchan and Sirimon Treepongkaruna
University of Queensland - Faculty of Business, Economics and Law, Kasetsart University - Faculty of Management Sciences and The University of Western Australia
Downloads 828 (55,958)

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Corporate Governance; Insider Trading; Day of Week; Directorial Position; Earnings Management

2.

Are Co-Skewness and Co-Kurtosis Factors Priced?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 38 Posted: 27 Aug 2011
Richard A. Heaney, Yihui Lan and Sirimon Treepongkaruna
University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 401 (138,128)
Citation 1

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asset pricing, skewness, kurtosis, size, book-to-market, momentum

3.

Does Board Independence Substitute for External Audit Quality? Evidence from an Exogenous Regulatory Shock

Number of pages: 27 Posted: 28 Apr 2017
Pandej Chintrakarn, Sirimon Treepongkaruna, Pornsit Jiraporn and Shenghui Tong
Mahidol University International College (MUIC), The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and Siena College
Downloads 253 (225,002)
Citation 6

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auditor, independent directors, board independence, corporate governance, Sarbanes-Oxley, exogenous shock, natural experiment

4.

Are All Insiders on the Inside? Evidence from the Initiation of CDS Trading and Short Selling in the Financial Sector

Journal of International Financial Markets, Institutions and Money, Vol. 54, 114-129, 2018
Number of pages: 35 Posted: 20 Jan 2017 Last Revised: 28 May 2019
Thomas Y. To, Sirimon Treepongkaruna and Eliza Wu
University of Sydney Business School, The University of Western Australia and The University of Sydney - Business School
Downloads 235 (241,817)
Citation 4

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Insider Trading, Short-Sales, SHO Regulation, Financial firms, CDS Trading

5.

Does Firm-Level Political Risk Influence Corporate Social Responsibility (CSR)? Evidence from Earnings Conference Calls

Number of pages: 42 Posted: 22 Mar 2021
Sasin GIBA, The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and State University of New York (SUNY) - State University of New York (SUNY) at Oswego
Downloads 212 (266,537)

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Corporate social responsibility, CSR, instrumental variable, political exposure, political risk, risk mitigation

6.

The Effects of Ownership Concentration and Corporate Governance on Corporate Risk-Taking: The Case of Thailand

Number of pages: 32 Posted: 14 May 2019
Seksak Jumreonwong, Sirimon Treepongkaruna, Panu Prommin and Pornsit Jiraporn
Thammasat University, The University of Western Australia, Bank of Thailand and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 175 (316,811)

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ownership, corporate governance, risk-taking, agency theory, instrumental variable

7.

Corporate culture, innovation, and female board representation: Evidence from earnings conference calls

Number of pages: 46 Posted: 22 Aug 2022
Tanakorn Likitapiwat, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar
Chulalongkorn University, The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and La Rochelle Business School
Downloads 170 (324,845)
Citation 7

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corporate culture, innovation, innovative culture, board gender diversity, female board representation, corporate governance

8.

Trading Activity and Realized Volatility: Evidence with Decomposed Trading Volume and Order Imbalance

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 37 Posted: 25 Aug 2010 Last Revised: 24 Nov 2010
Sze Shih Ting, Don U. A. Galagedera, Sirimon Treepongkaruna and Robert D. Brooks
Monash University, Monash University - Department of Econometrics and Business Statistics, The University of Western Australia and Monash University
Downloads 170 (324,845)
Citation 1

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Trading activity, realized volatility, order imbalance

9.

Stock and Currency Market Linkages: New Evidence from Realized Spillovers in Higher Moments

International Review of Economics & Finance, Vol. 42, 167-185, 2016
Number of pages: 40 Posted: 25 Aug 2011 Last Revised: 05 May 2016
Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu
Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School
Downloads 168 (328,170)
Citation 4

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fractionally integrated VAR, bootstrap, generalized impulse response, spillovers, higher moments, intraday data

10.

Does Shareholder Litigation Risk Promote or Hinder Corporate Social Responsibility (CSR)? A Quasi-Natural Experiment

Number of pages: 51 Posted: 11 Jan 2022
Anutchanat Jaroenjitrkam, Sirimon Treepongkaruna and Pornsit Jiraporn
Thammasat University - Thammasat Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 166 (331,545)
Citation 2

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corporate social responsibility, shareholder litigation risk, shareholder lawsuit, Ninth Circuit, natural experiment, exogenous shock

11.

Carbon Emissions, Corporate Governance, and Staggered Boards

Number of pages: 35 Posted: 06 Jun 2022
Suparatana Tanthanongsakkun, Sirimon Treepongkaruna and Pornsit Jiraporn
Chulalongkorn University - Chulalongkorn Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 164 (335,019)
Citation 2

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carbon emissions, staggered boards, classified boards, ESG, corporate governance, agency theory

12.

The Impact of Target Board Recommendations in Australian Takeovers

Number of pages: 46 Posted: 20 Nov 2007
Larelle Law Chapple and Sirimon Treepongkaruna
QUT School of Business and The University of Western Australia
Downloads 163 (336,770)

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Australian Takeovers, Bid Premium, Toehold Puzzle, Target Statements, Managerial Resistance, Corporate Governance

13.

A Storm But No Damage? A Two-Country Equity and Currency Market Perspective of Brexit

Number of pages: 31 Posted: 20 Mar 2018
Dirk G. Baur, Thomas Dimpfl and Sirimon Treepongkaruna
University of Western Australia - Business School, University of Hohenheim and The University of Western Australia
Downloads 139 (383,585)

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Brexit, Cross-Listing, Price Discovery, Volatility, High-Frequency Data, Contagion

14.

Identifying Banking Crises Dates

Systemic Risk, Basel III, Financial Stability and Regulation, 2011
Number of pages: 31 Posted: 01 Mar 2011 Last Revised: 26 Oct 2011
Pearpilai Jutasompakorn, Sirimon Treepongkaruna and Robert D. Brooks
Singapore Institute of Technology, The University of Western Australia and Monash University
Downloads 138 (385,617)

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Banking crisis, crisis dates, Markov switching, three regimes, Banking system stock return

15.

Is There a Banking Risk Premium in the US Stock Market?

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25 Posted: 18 Jul 2010
Liujing Zeng, Hue Hwa Au Yong, Sirimon Treepongkaruna and Robert W. Faff
Monash University, Monash University - Department of Banking and Finance, The University of Western Australia and University of Queensland
Downloads 122 (423,926)
Citation 2

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Asset Pricing, Banking Risk Factor, Mimicking Portfolio, Bank Size

16.

Do LGBT-Supportive Corporate Policies Improve Credit Ratings?: An Instrumental-Variable Analysis

Number of pages: 33 Posted: 09 Sep 2018
Pandej Chintrakarn, Sirimon Treepongkaruna, Pornsit Jiraporn and Sangmook Lee
Mahidol University International College (MUIC), The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 115 (443,122)
Citation 9

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LGBT, LGBT-Friendly, LGBT-Supportive, Credit Ratings, Corporate Social Responsibility, CSR

17.

Impact of Hedging Pressure on Implied Volatility in Financial Times and London Stock Exchange (FTSE) Market

The International Journal of Business and Finance Research, Vol. 3, No. 1, pp. 103-118, 2009
Number of pages: 16 Posted: 27 Feb 2010
Li Guozhou, Christopher Gan and Sirimon Treepongkaruna
Kingdream Public Limited Company, Lincoln University (NZ) and The University of Western Australia
Downloads 112 (451,968)

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18.

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises?: New Evidence From Higher Return Moments

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 34 Posted: 07 Dec 2012 Last Revised: 21 May 2015
Robert D. Brooks, Robert W. Faff, Sirimon Treepongkaruna and Eliza Wu
Monash University, University of Queensland, The University of Western Australia and The University of Sydney - Business School
Downloads 111 (455,053)

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sovereign ratings, realized volatility, realized skewness, realized kurtosis, stock market impact

19.

How does Trading Volume Affect Financial Return Distributions?

International Review of Financial Analysis, Vol. 35, 2014
Number of pages: 41 Posted: 12 Jun 2012 Last Revised: 21 May 2015
Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu
Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School
Downloads 108 (464,063)
Citation 1

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intraday data, higher moments, information theory, long memory, fractional integrated VAR, generalized impulse response

20.

Information Transfer, Rent Extraction and Insider Trading ― Who Internalised the Private Information Externality?

Number of pages: 35 Posted: 25 Sep 2014 Last Revised: 29 Oct 2014
Allan Hodgson, Suntharee Lhaopadchan and Sirimon Treepongkaruna
University of Queensland - Faculty of Business, Economics and Law, Kasetsart University - Faculty of Management Sciences and The University of Western Australia
Downloads 104 (476,979)

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insider regulatory cost/benefits, media and insider trading, insiders and intangibles, adverse trading costs and Sarbanes-Oxley

21.

Generalized Impulse Response Analysis in a Fractionally Integrated Vector Autoregressive Model

Economics Letters, Vol 118, Issue 3, March 2013, 462-465
Number of pages: 12 Posted: 23 Sep 2011 Last Revised: 04 May 2016
Hung Xuan Do, Robert D. Brooks and Sirimon Treepongkaruna
Massey University, Albany campus, Monash University and The University of Western Australia
Downloads 103 (480,217)
Citation 1

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generalized impulse response, fractionally integrated VAR model, long memory

22.

The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union

International Review of Financial Analysis, Vol. 34, 5-20, 2014, 25th Australasian Finance and Banking Conference 2012
Number of pages: 43 Posted: 28 Aug 2012 Last Revised: 05 May 2016
Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu
Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School
Downloads 102 (483,356)
Citation 1

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Intraday data, higher moments, Markov regime switching, long memory, sovereign credit rating, credit rating agency

23.

How Do Independent Directors View Corporate Social Responsibility (CSR) During a Stressful Time? Evidence From the Financial Crisis

Number of pages: 44 Posted: 02 Oct 2020
Pandej Chintrakarn, Pornsit Jiraporn and Sirimon Treepongkaruna
Mahidol University International College (MUIC), Pennsylvania State University - School of Graduate Professional Studies (SGPS) and The University of Western Australia
Downloads 101 (486,594)
Citation 8

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Corporate Social Responsibility, Independent Directors, Board Independence, Corporate Governance, Financial Crisis

24.

ESG Controversies and Corporate Governance: Evidence From Board Size

Number of pages: 47 Posted: 07 Feb 2024
Khine Kyaw, Sirimon Treepongkaruna and Pornsit Jiraporn
NTNU Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 95 (506,731)

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ESG controversies, ESG, corporate social responsibility, controversial activities board size, board of directors, corporate governance

25.

Stakeholder Engagement and Firms’ Innovation: Evidence from LGBT-Supportive Policies

Number of pages: 29 Posted: 12 May 2021
Khine Kyaw, Sirimon Treepongkaruna and Pornsit Jiraporn
NTNU Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 91 (524,378)
Citation 1

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innovative activities, research and development, LGBT, inclusive corporate policies, corporate governance, financial crisis, corporate social responsibility, resource hypothesis, externalities hypothesis, employee commitment

26.

Milestone Birthdays and Retirement Investment Behaviour

Number of pages: 33 Posted: 18 Aug 2017
Paul Gerrans, David Pitt and Sirimon Treepongkaruna
The University of Western Australia - UWA Business School, Financial Research Network (FIRN) and The University of Western Australia
Downloads 90 (524,378)

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Milestone age, life-cycle, retirement savings, consumer finance, household finance, birthdays

27.

Does Board Gender Diversity Reduce 'CEO luck'?

Number of pages: 25 Posted: 11 Mar 2021
NIDA Business School, National Institute of Development Administration (NIDA), Thammasat University - Thammasat Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 89 (528,027)
Citation 4

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board gender diversity, female directors, CEO luck, opportunistic timing of option grants, corporate governance.

28.

Government Ownership and the Public Information Content of Insider Trading: International Evidence

European Accounting Review, forthcoming
Number of pages: 60 Posted: 26 Oct 2023 Last Revised: 05 Mar 2024
Md Zakir Hossain, Man Duy (Marty) Pham, Sirimon Treepongkaruna and Jing Yu
The University of Western Australia, The University of Auckland Business School, The University of Western Australia and The University of Sydney
Downloads 88 (543,130)

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Informed insider trading, government ownership, information advantage, corporate governance.

29.

Do Firms Adjust Board Gender Diversity in Response to Economic Policy Uncertainty?

Number of pages: 26 Posted: 14 Jul 2021
Seksak Jumreonwong, Sirimon Treepongkaruna, Shenghui Tong and Pornsit Jiraporn
Thammasat University, The University of Western Australia, Siena College and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 87 (535,388)

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board gender diversity, female directors, economic policy uncertainty, board of directors, instrumental variable

30.

Choice of Expected Return Proxy and Asset Pricing Model Tests: Should It Matter?

Number of pages: 63 Posted: 06 Feb 2017
Fatima Khushnud, Richard A. Heaney and Sirimon Treepongkaruna
The University of Western Australia - UWA Business School, University of Western Australia and The University of Western Australia
Downloads 81 (559,227)

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asset pricing, IBES analyst target price, realized returns, expected annual returns

31.

Weathering Exchange Rates: Estimating the Effect of Climate Change Vulnerability on Foreign Currency Hedging Using a Text-Based Approach

Number of pages: 41 Posted: 24 Aug 2023
Tanakorn Likitapiwat, Sirimon Treepongkaruna and Pornsit Jiraporn
Chulalongkorn University, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 80 (563,385)
Citation 3

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climate change, climate risk, exchange rate risk, currency risk, currency hedging, exchange rate hedging, textual analysis, machine learning

32.

Does Board Independence Influence Asset Redeployability? Evidence From a Quasi-Natural Experiment

Number of pages: 34 Posted: 21 Sep 2021
Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar
Thammasat Business School, The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and La Rochelle Business School
Downloads 79 (567,452)
Citation 5

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redeployability, board independence, independent directors, corporate governance, investment irreversibility, Sarbanes-Oxley

33.

The Precious Metals Holdings of Chinese Commercial Banks

Number of pages: 31 Posted: 19 Sep 2019
Dirk G. Baur, Md Zakir Hossain, Anna Retnawati, Sirimon Treepongkaruna and Jing Yu
University of Western Australia - Business School, The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Sydney
Downloads 78 (571,594)

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gold, China, commercial banks, import licenses, gold swaps, BIS, trading income, interconnectedness, systemic risk

34.

How Do Independent Directors View Generalist vs. Specialist CEOs? Evidence from an Exogenous Regulatory Shock

Number of pages: 34 Posted: 19 Oct 2021 Last Revised: 21 Oct 2021
Pattanaporn Chatjuthamard, Pornsit Jiraporn and Sirimon Treepongkaruna
Sasin GIBA, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and The University of Western Australia
Downloads 75 (584,695)
Citation 5

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generalist CEOs, specialist CEOs, independent directors, board independence, corporate governance, Sarbanes-Oxley

35.

Carbon Emissions, Corporate Governance, and Hostile Takeover Threats

Number of pages: 46 Posted: 19 Oct 2022
NTNU Business School, The University of Western Australia, Chulalongkorn University - Chulalongkorn Business School and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 73 (593,438)

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carbon emissions, corporate governance, takeover market, climate change, agency theory

36.

LGBT-Supportive Corporate Policies, Risk Aversion and Mitigation, and Economic Policy Uncertainty

Number of pages: 36 Posted: 11 Feb 2022
Chaiyuth Padungsaksawasdi, Sirimon Treepongkaruna and Pornsit Jiraporn
Thammasat Business School, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 72 (597,953)
Citation 1

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LGBT-supportive, LGBT-friendly, economic policy uncertainty, corporate social responsibility, risk mitigation, uncertainty

37.

Retirement Savings Behaviours and Covid-19: Evidence from Thailand

Number of pages: 72 Posted: 13 Apr 2023 Last Revised: 26 Mar 2024
Paul Gerrans, Sunatharee Lhaopadchan and Sirimon Treepongkaruna
The University of Western Australia - UWA Business School, Kasetsart University and The University of Western Australia
Downloads 70 (607,186)

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pensions, retirement savings, investment choice, COVID-19, household finance

38.

The effect of board independence on dividend payouts: A quasi-natural experiment

Number of pages: 57 Posted: 17 Nov 2022
Pandej Chintrakarn, Sirimon Treepongkaruna, Pornsit Jiraporn and Sang Mook Lee
Mahidol University International College (MUIC), The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and Pennsylvania State University - Great Valley School of Graduate Professional Studies
Downloads 68 (616,573)

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dividends, board independence, independent directors, corporate governance, payout policy

39.

Shareholder Litigation Rights and ESG Controversies: A Quasi-natural Experiment

Number of pages: 48 Posted: 24 Oct 2022
Sirimon Treepongkaruna, Khine Kyaw and Pornsit Jiraporn
The University of Western Australia, NTNU Business School and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 67 (621,330)

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ESG controversies, shareholder litigation rights, shareholder litigation risk, quasi-natural experiment, exogenous shock.

40.

The Pricing of ULP and Diesel in the Western Australian Retail Fuel Market

Number of pages: 45 Posted: 14 Feb 2017
Richard A. Heaney and Sirimon Treepongkaruna
University of Western Australia and The University of Western Australia
Downloads 58 (668,057)

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Retail fuel pricing, ULP, Diesel, Western Australia

41.

CSR variability, managerial risk aversion, and hostile takeover threats

Number of pages: 47 Posted: 09 Oct 2022
Tanakorn Likitapiwat, Sirimon Treepongkaruna and Pornsit Jiraporn
Chulalongkorn University, The University of Western Australia and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 44 (753,994)

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quiet life hypothesis, corporate social responsibility, the takeover market, mergers and acquisitions, corporate governance

42.

Estimating the Effect of Board Independence on Innovation Efficiency Using Research Quotient: A Quasi-Natural Experiment

Number of pages: 44 Posted: 23 May 2023
Sasin GIBA, The University of Western Australia, Pennsylvania State University - School of Graduate Professional Studies (SGPS) and Washington & Jefferson College
Downloads 41 (775,263)
Citation 1

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innovation, independent directors, board independence, Sarbanes-Oxley, corporate governance

43.

Credit Rating Downgrades and Stock Price Crash Risk: An International Study

Number of pages: 19 Posted: 30 Mar 2023
Ha Nguyen, Yihui Lan, Sirimon Treepongkaruna and Rui Zhong
Hanoi University, The University of Western Australia, The University of Western Australia and The University of Western Australia - UWA Business School
Downloads 28 (879,208)

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Credit Rating downgrades, Stock price crash risk, Negative Information Hoarding, Information opacity

44.

ESG controversies, corporate governance, and the market for corporate control

Number of pages: 56 Posted: 15 Apr 2024
Sirimon Treepongkaruna, Khine Kyaw and Pornsit Jiraporn
The University of Western Australia, NTNU Business School and Pennsylvania State University - School of Graduate Professional Studies (SGPS)
Downloads 11 (1,047,452)

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ESG, corporate social responsibility, ESG controversies, takeovers, corporate governance, market for corporate control

45.

Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models

Australian Journal of Management, Vol. 39, No. 4, 2014
Posted: 14 Nov 2014
Sirimon Treepongkaruna, Tim Brailsford and Stephen Gray
The University of Western Australia, Bond University and University of Queensland - Business School

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Bid-ask spread, foreign exchange, inventory-holding premium, microstructure

46.

A Re-Examination of the Empirical Performance of the Longstaff and Schwartz Two-Factor Term Structure Model Using Real Yield Data

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Robert W. Faff and Sirimon Treepongkaruna
University of Queensland and The University of Western Australia

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Longstaff-Schwartz two-factor model, multi-country test, real yield data, term structure

47.

Recession Fears as Self-Fulfilling Prophecies? Influence on Stock Returns and Output

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
Sirimon Treepongkaruna and John G. Powell
The University of Western Australia and Massey University - Department of Finance Banking and Property

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ex-ante recession fears, ex-ante recession probability assessment, ex-ante stock market and output, recession fear effects

48.

Determinants of Bond Spreads: Evidence from Credit Derivatives of Australian Firms

Australian Journal of Management, Vol. 37, No. 1, 2012
Posted: 05 May 2012
Tristan Darwin, Sirimon Treepongkaruna and Robert W. Faff
affiliation not provided to SSRN, The University of Western Australia and University of Queensland

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credit default swap, credit spread, default risk, liquidity, Merton model

49.

Do Trading Hours Affect Volatility Links in the Foreign Exchange Market?

Australian Journal of Management, Vol. 37, No. 1, 2012
Posted: 05 May 2012
Sirimon Treepongkaruna, Robert D. Brooks and Stephen Gray
The University of Western Australia, Monash University and University of Queensland - Business School

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common information, foreign exchange market, stochastic volatility, trading hours, volatility spillover

50.

An Analysis of the Determinants of Bank Ratings: Comparison Across Ratings Agencies

Australian Journal of Management, Vol. 36, No. 3, 2011
Posted: 21 Dec 2011
Emawtee Bissoondoyal-Bheenick and Sirimon Treepongkaruna
Monash University and The University of Western Australia

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bank ratings, ordered response model

51.

Asset Market Linkages: Evidence from Financial, Commodity and Real Estate Assets

Journal of Banking and Finance, Forthcoming
Posted: 06 Jan 2011
Kam Fong Chan, Sirimon Treepongkaruna, Robert D. Brooks and Stephen Gray
The University of Western Australia, The University of Western Australia, Monash University and University of Queensland - Business School

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Markov switching, Asset linkages, Flight to quality, Flight from quality, Contagion