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Browsing by Author Treepongkaruna, Sirimon

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Showing results 1 to 10 of 10

Are there nonlinearities in short-term interest rates?

Author(s)Treepongkaruna, Sirimon; Gray, Stephen
TypeJournal article
Date Published2006
Date Created-

Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises

Author(s)Au Yong, HH; Gan, C; Treepongkaruna, Sirimon
TypeJournal article
Date Published2004
Date Created-

Currency jumps and crises: Do developed and emerging market currencies jump together?

Author(s)Chan, Kam Fong; Powell, John; Treepongkaruna, Sirimon
TypeJournal article
Date Published2014
Date Created-

Explaining Credit Ratings of Australian Companies-An Application of the Merton Model

Author(s)Tanthanongsakkun, Suparatana; Treepongkaruna, Sirimon
TypeJournal article
Date Published2008
Date Created-

Forecasting and Finite Sample Performance of Short Rate Models: International Evidence

Author(s)Treepongkaruna, Sirimon
TypeJournal article
Date Published2005
Date Created-

On the robustness of short-term interest rate models

Author(s)Treepongkaruna, Sirimon; Gray, Stephen
TypeJournal article
Date Published2003
Date Created-

Pricing Bonds in the Australian Market

Author(s)Bilson, Chris; Brailsford, Timothy John; Sullivan, Luke J, et al
TypeJournal article
Date Published2008
Date Created-

Quasi-Maximum Likelihood Estimates of Kiwi short-term interest rate

Author(s)Treepongkaruna, Sirimon
TypeJournal article
Date Published2003
Date Created-

Revisiting the Unit Root Hypothesis and Structural Break: Asia and Emerging Economies Foreign Exchange Markets

Author(s)Gan, C; Treepongkaruna, Sirimon; Au Yong, HH
TypeJournal article
Date Published2004
Date Created-

Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach

Author(s)Treepongkaruna, Sirimon; Gray, Stephen
TypeJournal article
Date Published2003
Date Created-
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