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Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/53693
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dc.contributor.authorT. Kiatmanarochen_US
dc.contributor.authorO. Puarattanaarunkornen_US
dc.contributor.authorS. Sriboonchittaen_US
dc.date.accessioned2018-09-04T09:55:44Z-
dc.date.available2018-09-04T09:55:44Z-
dc.date.issued2014-01-01en_US
dc.identifier.issn16860209en_US
dc.identifier.other2-s2.0-84907229356en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907229356&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/53693-
dc.description.abstract© 2014 by the Mathematical Association of Thailand. All rights reserved. This paper used the C-vine copula model to analyze the dependence between the returns of the Baht/Dollar exchange rates, and two stock prices in the travel and tourism sectors of the stock market of Thailand, under the second round and the third round of quantitative easing programs (QE2 and QE3). The results show that the degree of dependence which is measured by Kendall's tau correlation between the Baht/Dollar exchange rates, and the stock prices of AOT and MINT under the QE2 program is stronger than under the QE3 program.en_US
dc.subjectMathematicsen_US
dc.titleWill QE change the dependence between Baht/Dollar exchange rates and price returns of AOT and MINT?en_US
dc.typeJournalen_US
article.title.sourcetitleThai Journal of Mathematicsen_US
article.volume2014en_US
article.stream.affiliationsKhon Kaen Universityen_US
article.stream.affiliationsChiang Mai Universityen_US
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