Details about Yuthana Sethapramote

Access statistics for papers by Yuthana Sethapramote.

Last updated 2024-10-28. Update your information in the RePEc Author Service.

Short-id: pse467

Working Papers

2020

1. Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand
   MPRA Paper, University Library of Munich, Germany

2019

2. Nature of thermodynamics equation of state towards economics equation of state
   Papers, arXiv.org

2018

3. Dynamic Connectedness in Emerging Asian Equity Markets
   PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research View citations (9)
   See also Chapter Dynamic Connectedness in Emerging Asian Equity Markets, International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited (2018) View citations (7) (2018)
4. Economic Impacts of Political Uncertainty in Thailand
   PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research View citations (1)

2016

5. Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand
   PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research View citations (11)

2015

6. Asymmetric volatility of the Thai stock market: evidence from high-frequency data
   MPRA Paper, University Library of Munich, Germany View citations (3)
7. Implied volatility transmissions between Thai and selected advanced stock markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets, SAGE Open (2016) View citations (1) (2016)
8. Inflation Expectations and Monetary Policy in Thailand
   PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research
9. Relationship of the change in implied volatility with the underlying equity index return in Thailand
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand, Economic Research Guardian, Mutascu Publishing (2016) (2016)

Journal Articles

2020

1. Capital flows and political conflicts: Evidence from Thailand
   Economics of Peace and Security Journal, 2020, 15, (2), 83-100 View citations (1)
2. Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand
   International Journal of Economics and Financial Issues, 2020, 10, (3), 47-57 View citations (1)

2018

3. Stock Market Integration in the ASEAN-5
   Asian Journal of Applied Economics/ Applied Economics Journal, 2018, 25, (1), 15-34
   Also in Asian Journal of Applied Economics, 2018, 25, (01) (2018)

2016

4. Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets
   SAGE Open, 2016, 6, (3), 2158244016659318 View citations (1)
   See also Working Paper Implied volatility transmissions between Thai and selected advanced stock markets, MPRA Paper (2015) View citations (1) (2015)
5. Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand
   Economic Research Guardian, 2016, 6, (2), 74-86
   See also Working Paper Relationship of the change in implied volatility with the underlying equity index return in Thailand, MPRA Paper (2015) (2015)

2015

6. Synchronization of business cycles and economic policy linkages in ASEAN
   Journal of Asian Economics, 2015, 39, (C), 126-136 View citations (8)

Chapters

2018

1. Dynamic Connectedness in Emerging Asian Equity Markets
   A chapter in Banking and Finance Issues in Emerging Markets, 2018, vol. 25, pp 51-84 View citations (7)
   See also Working Paper Dynamic Connectedness in Emerging Asian Equity Markets, Puey Ungphakorn Institute for Economic Research (2018) View citations (9) (2018)

2013

2. Exploring the Dynamic Interdependence among the East Asian Stock Markets
   ToKnowPress