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Details about Kannan Thuraisamy

E-mail:
Homepage:http://www.deakin.edu.au/buslaw/aef/staff/stafffiles/thuraismy.php
Phone:0425 670 590
Workplace:Centre for Economics and Financial Econometrics Research (CEFER), Business School, Deakin University, (more information at EDIRC)

Access statistics for papers by Kannan Thuraisamy.

Last updated 2015-09-07. Update your information in the RePEc Author Service.

Short-id: pth140


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Working Papers

2015

  1. Can governance quality predict stock market returns? New global evidence
    Working Papers, Deakin University, Department of Economics Downloads View citations (11)
  2. Is exchange rate trading profitable?
    Working Papers, Deakin University, Department of Economics Downloads View citations (4)

2014

  1. An analysis of price discovery from panel data models of CDS and equity returns
    Working Papers, Deakin University, Department of Economics Downloads View citations (32)
    See also Journal Article in Journal of Banking & Finance (2014)

2013

  1. Intra-market sovereign linkages of Latin American international bonds
    Working Papers, Deakin University, Department of Economics Downloads

2012

  1. Conditional spread determinants for emerging sovereign debt
    Working Papers, Deakin University, Department of Economics
  2. Modelling the Sovereign Linkages of Key Latin American Economies
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)
  3. Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies
    Working Papers, Deakin University, Department of Economics Downloads
    See also Journal Article in Journal of Asian Economics (2013)
  4. The relationship between Asian equity and commodity futures markets
    Working Papers, Deakin University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Asian Economics (2013)

Journal Articles

2015

  1. On the use of panel cointegration tests in energy economics
    Energy Economics, 2015, 50, (C), 359-363 Downloads View citations (10)

2014

  1. An analysis of price discovery from panel data models of CDS and equity returns
    Journal of Banking & Finance, 2014, 41, (C), 167-177 Downloads View citations (51)
    See also Working Paper (2014)
  2. Can institutions and macroeconomic factors predict stock returns in emerging markets?
    Emerging Markets Review, 2014, 19, (C), 77-95 Downloads View citations (33)
  3. Intra-market sovereign linkages of key Latin American markets
    Economic Systems, 2014, 38, (2), 140-160 Downloads View citations (4)

2013

  1. Common trends and common cycles in stock markets
    Economic Modelling, 2013, 35, (C), 472-476 Downloads View citations (7)
  2. Credit cycle dependent spread determinants in emerging sovereign debt markets
    Emerging Markets Review, 2013, 17, (C), 209-223 Downloads View citations (11)
  3. Modelling the sovereign linkages of key Latin American economies
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 222-239 Downloads View citations (3)
    See also Working Paper (2012)
  4. Oil price uncertainty and sovereign risk: Evidence from Asian economies
    Journal of Asian Economics, 2013, 28, (C), 51-57 Downloads View citations (24)
    See also Working Paper (2012)
  5. The relationship between Asian equity and commodity futures markets
    Journal of Asian Economics, 2013, 28, (C), 67-75 Downloads View citations (27)
    See also Working Paper (2012)

2008

  1. The credit spread dynamics of Latin American euro issues in international bond markets
    Journal of Multinational Financial Management, 2008, 18, (4), 328-345 Downloads View citations (3)
 
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