Thanchanok Khamkaew

Maejo University- Faculty of Economics

Lecturer

Chiang Mai

Thailand

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

A Panel Threshold Model of Tourism Specialization and Economic Development

Number of pages: 42 Posted: 01 Nov 2009
Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Maejo University- Faculty of Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 842 (27,704)
Citation 1

Abstract:

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international tourism, economic development, tourism specialization, threshold variable, panel data

2.

Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations

Number of pages: 36 Posted: 02 Nov 2009
National Chung Hsing University - Department of Applied Economics, Department of Finance, Maejo University- Faculty of Economics, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Faculty of Economics - Chiang Mai University
Downloads 463 (61,046)
Citation 1

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tourism demand, ASEAN, multivariate GARCH, volatility spillovers, interdependence, economic development

3.

Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns

Number of pages: 18 Posted: 01 Nov 2009
Maejo University- Faculty of Economics, Faculty of Economics - Chiang Mai University, National Chung Hsing University - Department of Applied Economics, Department of Finance and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 358 (82,792)

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multivariate GARCH, volatility spillovers, conditional correlations, Asian rubber prices, spot returns, futures returns

4.

IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development

Number of pages: 49 Posted: 05 Apr 2010
Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Maejo University- Faculty of Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 312 (96,625)
Citation 2

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International tourism, economic development, tourism specialization, threshold regression, instrumental variables, panel data, cross-sectional data

5.

Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia

Number of pages: 43 Posted: 11 Apr 2010
Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, Maejo University- Faculty of Economics and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 265 (115,070)
Citation 3

Abstract:

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Almost Ideal Demand (AID) Model, Tourism Demand, Price Competitiveness, Compensated Prices, Uncompensated Prices, Substitutes, Complements, Budget Shares, Error Correction, Monthly Frequency

6.

Sectoral Analysis of Firm Fundamental Factors and Stock Returns in the South African Equity Market

Posted: 11 Jun 2014
Thanchanok Khamkaew
Maejo University- Faculty of Economics

Abstract:

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firm fundamental, stock return, South Africa, equity market