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
Stock market returns, macro variables, unit root, cointegration, causality
stock prices, effective exchange rate, bivariate GARCH, causality
Real Exchange Rate Uncertainty, Exports, Bounds Testing for Cointegration
risk-return, emerging stock market, GARCH
Stock market index, Variance-Ratio, GARCH, Market efficiency
Oil price, real exchange rate, bivariate GARCH, volatility spillover
real stock price, real oil price, volatility transmission, emerging markets
Purchasing power parity, bilateral exchange rate, unit root, cointegration
Money, price level, aggregate output, cointegration
exports, growth, cointegration, causality
Oil shocks, inflation, bivariate GARCH, causality
Exchange rate uncertainty, GARCH, imports, ARDL bounds testing
Stock return, trading volume, volatility, VAR, subprime crisis
Output volatility, output growth, ARCH/GARCH model, causality
Bilateral real exchange rate, imports, exports, dynamic OLS
Stock prices, Present Value model, Variance Bounds Test, Cointegration, Equity Price Bubbles
tourism receipts, economic growth, threshold cointegration, causality
Inflation persistence, exchange rate regimes, monetary policy, inflation targeting
manufacturing sector, exports, imports of capital goods, economic growth
Industrial production, oil prices, VAR, Cointegration
Real Money Demand, Real Income, Interest Rate, Cointegration, Dynamic OLS
Stock return, real activity, forecasting, causality, emerging market
Economic growth, market capitalization, trade openness, cointegration, causality
Capital formation, economic growth, stock market capitalization, bounds testing
Bilateral real exchange rate, exports, imports, cointegration, dynamic OLS
Causality, electricity consumption, economic growth
housing prices, stock prices, real exchange rate, current account, strucural vector auto-regession
Equity index returns, interest rate risk, exchange rate risk, quantile regression
monetary policy shock, structural VAR, impulse response
Inflation, growth, threshold model
Industrial production, oil price shock, oil price volatility, cointegration, causality
Equity index return, option prices, implied volatility, asymmetric effect
Government Revenue, Expenditures, Cointegration, Causality
Market discipline, market monitoring, systemic risk, banking and currency crises
Policy rate, output, prices, error correction mechanism, impulse responses
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
