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Details about Thanaset Chevapatrakul

E-mail:
Workplace:Business School, University of Nottingham, (more information at EDIRC)

Access statistics for papers by Thanaset Chevapatrakul.

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

Short-id: pch489


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Working Papers

2017

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

2016

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

2014

  1. 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) Downloads View citations (8)

2007

  1. Forecasting Changes in UK Interest Rates
    Discussion Paper Series, Department of Economics, Loughborough University Downloads
    See also Journal Article in Journal of Forecasting (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 Downloads View citations (3)

2014

  1. Monetary Policy Reaction Functions in Small Open Economies: a Quantile Regression Approach
    Manchester School, 2014, 82, (2), 237-256 Downloads View citations (12)
  2. Monetary environments and stock returns revisited: A quantile regression approach
    Economics Letters, 2014, 123, (2), 122-126 Downloads View citations (4)

2013

  1. Return sign forecasts based on conditional risk: Evidence from the UK stock market index
    Journal of Banking & Finance, 2013, 37, (7), 2342-2353 Downloads View citations (13)
  2. What determines the sacrifice ratio? A quantile regression approach
    Economics Bulletin, 2013, 33, (3), 1863-1874 Downloads View citations (1)

2009

  1. 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 (43)

2008

  1. Forecasting changes in UK interest rates
    Journal of Forecasting, 2008, 27, (1), 53-74 Downloads View citations (13)
    See also Working Paper (2007)
 
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