Browsing by Author Treepongkaruna, Sirimon
Showing results 1 to 10 of 10
Are there nonlinearities in short-term interest rates?
Author(s) | Treepongkaruna, Sirimon; Gray, Stephen |
---|---|
Type | Journal article |
Date Published | 2006 |
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 |
---|---|
Type | Journal article |
Date Published | 2004 |
Date Created | - |
Currency jumps and crises: Do developed and emerging market currencies jump together?
Author(s) | Chan, Kam Fong; Powell, John; Treepongkaruna, Sirimon |
---|---|
Type | Journal article |
Date Published | 2014 |
Date Created | - |
Explaining Credit Ratings of Australian Companies-An Application of the Merton Model
Author(s) | Tanthanongsakkun, Suparatana; Treepongkaruna, Sirimon |
---|---|
Type | Journal article |
Date Published | 2008 |
Date Created | - |
Forecasting and Finite Sample Performance of Short Rate Models: International Evidence
Author(s) | Treepongkaruna, Sirimon |
---|---|
Type | Journal article |
Date Published | 2005 |
Date Created | - |
On the robustness of short-term interest rate models
Author(s) | Treepongkaruna, Sirimon; Gray, Stephen |
---|---|
Type | Journal article |
Date Published | 2003 |
Date Created | - |
Pricing Bonds in the Australian Market
Author(s) | Bilson, Chris; Brailsford, Timothy John; Sullivan, Luke J, et al |
---|---|
Type | Journal article |
Date Published | 2008 |
Date Created | - |
Quasi-Maximum Likelihood Estimates of Kiwi short-term interest rate
Author(s) | Treepongkaruna, Sirimon |
---|---|
Type | Journal article |
Date Published | 2003 |
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 |
---|---|
Type | Journal article |
Date Published | 2004 |
Date Created | - |
Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach
Author(s) | Treepongkaruna, Sirimon; Gray, Stephen |
---|---|
Type | Journal article |
Date Published | 2003 |
Date Created | - |
- previous
- 1
- next
Updated: 12 April 2016/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator