Details about Kannan Thuraisamy

Access statistics for papers by Kannan Thuraisamy.

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

Short-id: pth140

Working Papers

2015

1. Can governance quality predict stock market returns? New global evidence
   Working Papers, Deakin University, Department of Economics View citations (28)
2. Is exchange rate trading profitable?
   Working Papers, Deakin University, Department of Economics View citations (11)

2014

3. An analysis of price discovery from panel data models of CDS and equity returns
   Working Papers, Deakin University, Department of Economics View citations (68)
   See also Journal Article An analysis of price discovery from panel data models of CDS and equity returns, Journal of Banking & Finance, Elsevier (2014) View citations (64) (2014)

2013

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

2012

5. Conditional spread determinants for emerging sovereign debt
   Working Papers, Deakin University, Department of Economics
6. Modelling the Sovereign Linkages of Key Latin American Economies
   Working Papers, Deakin University, Department of Economics
   See also Journal Article Modelling the sovereign linkages of key Latin American economies, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (3) (2013)
7. Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies
   Working Papers, Deakin University, Department of Economics
   See also Journal Article Oil price uncertainty and sovereign risk: Evidence from Asian economies, Journal of Asian Economics, Elsevier (2013) View citations (36) (2013)
8. The relationship between Asian equity and commodity futures markets
   Working Papers, Deakin University, Department of Economics View citations (1)
   See also Journal Article The relationship between Asian equity and commodity futures markets, Journal of Asian Economics, Elsevier (2013) View citations (37) (2013)

Journal Articles

2015

1. On the use of panel cointegration tests in energy economics
   Energy Economics, 2015, 50, (C), 359-363 View citations (15)

2014

2. An analysis of price discovery from panel data models of CDS and equity returns
   Journal of Banking & Finance, 2014, 41, (C), 167-177 View citations (64)
   See also Working Paper An analysis of price discovery from panel data models of CDS and equity returns, Working Papers (2014) View citations (68) (2014)
3. Can institutions and macroeconomic factors predict stock returns in emerging markets?
   Emerging Markets Review, 2014, 19, (C), 77-95 View citations (40)
4. Intra-market sovereign linkages of key Latin American markets
   Economic Systems, 2014, 38, (2), 140-160 View citations (4)

2013

5. Common trends and common cycles in stock markets
   Economic Modelling, 2013, 35, (C), 472-476 View citations (8)
6. Credit cycle dependent spread determinants in emerging sovereign debt markets
   Emerging Markets Review, 2013, 17, (C), 209-223 View citations (17)
7. Modelling the sovereign linkages of key Latin American economies
   Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 222-239 View citations (3)
   See also Working Paper Modelling the Sovereign Linkages of Key Latin American Economies, Working Papers (2012) (2012)
8. Oil price uncertainty and sovereign risk: Evidence from Asian economies
   Journal of Asian Economics, 2013, 28, (C), 51-57 View citations (36)
   See also Working Paper Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies, Working Papers (2012) (2012)
9. The relationship between Asian equity and commodity futures markets
   Journal of Asian Economics, 2013, 28, (C), 67-75 View citations (37)
   See also Working Paper The relationship between Asian equity and commodity futures markets, Working Papers (2012) View citations (1) (2012)

2008

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