Yuthana Sethapramote

National Institute of Development Administration, School of Development Economics

Assistant Professor

118 Seri Thai Road

Bangkok, 10240

Thailand

SCHOLARLY PAPERS

4

DOWNLOADS

460

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Stock Market Integration and Portfolio Diversifications in the ASEAN Economic Community (AEC): A Thai Perspective

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 25 Posted: 16 Feb 2014
Yuthana Sethapramote, Suthawan Prukumpai and Anucha Kaewju
National Institute of Development Administration, School of Development Economics, Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration
Downloads 165 (187,422)

Abstract:

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International Portfolio Diversification, ASEAN Economic Community, DCC-GARCH

2.

Evaluation of Value-at-Risk Estimation Using Long Memory Volatility Models: Evidence from Stock Exchange of Thailand

Number of pages: 19 Posted: 15 Feb 2014
Yuthana Sethapramote, Suthawan Prukumpai and Tiwa Kanyamee
National Institute of Development Administration, School of Development Economics, Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration
Downloads 149 (204,276)

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Value-at-Risk, Long Memory Process, FIGARCH, Stock Exchange of Thailand

3.

Inflation Expectations and Monetary Policy in Thailand

Number of pages: 17 Posted: 13 Feb 2014
Pongsak Luangaram, Yuthana Sethapramote and Chutiorn Tontivanichanon
Chulalongkorn University - Faculty of Economics, National Institute of Development Administration, School of Development Economics and London School of Economics & Political Science (LSE)
Downloads 117 (246,748)

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Inflation Expectation, Monetary Policy, Yield Curve

4.

Tests of the Ohlson Model in Thailand: A Fractional Cointegration Approach

Number of pages: 14 Posted: 08 Feb 2017
Suthawan Prukumpai and Yuthana Sethapramote
Kasetsart University - Department of Accounting, Faculty of Business Administration and National Institute of Development Administration, School of Development Economics
Downloads 29 (490,203)

Abstract:

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Residual income, The Ohlson model, Fractional cointegration, Stock Exchange of Thailand