Details about Thanaset Chevapatrakul

Access statistics for papers by Thanaset Chevapatrakul.

Last updated 2017-10-23. Update your information in the RePEc Author Service.

Short-id: pch489

Working Papers

2017

1. Customer financing, bargaining power and trade credit uptake
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (2)
   Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2016)

2016

2. Business-Linkage Volatility Spillover between US Industries
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)

2014

3. The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) View citations (14)

2007

4. Forecasting Changes in UK Interest Rates
   Discussion Paper Series, Department of Economics, Loughborough University
   See also Journal Article Forecasting changes in UK interest rates, Journal of Forecasting, John Wiley & Sons, Ltd. (2008) View citations (14) (2008)

Journal Articles

2015

1. Monetary environments and stock returns: International evidence based on the quantile regression technique
   International Review of Financial Analysis, 2015, 38, (C), 83-108 View citations (6)

2014

2. Monetary Policy Reaction Functions in Small Open Economies: a Quantile Regression Approach
   Manchester School, 2014, 82, (2), 237-256 View citations (13)
3. Monetary environments and stock returns revisited: A quantile regression approach
   Economics Letters, 2014, 123, (2), 122-126 View citations (6)

2013

4. Return sign forecasts based on conditional risk: Evidence from the UK stock market index
   Journal of Banking & Finance, 2013, 37, (7), 2342-2353 View citations (15)
5. What determines the sacrifice ratio? A quantile regression approach
   Economics Bulletin, 2013, 33, (3), 1863-1874 View citations (2)

2009

6. The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan
   Journal of Money, Credit and Banking, 2009, 41, (8), 1705-1723 View citations (49)

2008

7. Forecasting changes in UK interest rates
   Journal of Forecasting, 2008, 27, (1), 53-74 View citations (14)
   See also Working Paper Forecasting Changes in UK Interest Rates, Discussion Paper Series (2007) (2007)