1. CMU Intellectual Repository

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Results 1-10 of 23 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2016Volatility hedging model for precious metal futures returnsRoengchai Tansuchat; Paravee Maneejuk; Songsak Sriboonchitta
1-Jan-2016Exploring opportunities and threats in logistics and supply chain management of thai fruits to IndiaRoengchai Tansuchat; Pairach Piboonrungroj; Suthep Nimsai
1-Jan-2016Price transmission mechanism in the thai rice marketRoengchai Tansuchat; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta
1-Jan-2018Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing modelRungrapee Phadkantha; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018Risk valuation of precious metal returns by histogram valued time seriesPichayakone Rakpho; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018The impacts of macroeconomic variables on financials sector and property and construction sector index returns in stock exchange of Thailand under interdependence schemeWilawan Srichaikul; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018Time-varying beta estimation in CAPM under the regime-switching ModelRoengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2018The analysis of the effect of monetary policy on consumption and investment in ThailandJirawan Suwannajak; Woraphon Yamaka; Songsak Sriboonchitta; Roengchai Tansuchat
1-Jan-2018European Real Estate Risk and Spillovers: Regime Switching ApproachNisara Wongutai; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?Roengchai Tansuchat; Paravee Maneejuk

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