The Interplay Between the Thai and Several Other International Stock Markets
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- Elena Corallo, 2007. "The effect of the war risk: a comparison of the consequences of the two Iraq wars," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(3), pages 371-382, September.
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More about this item
Keywords
Stock market; conditional volatility; macroeconomic variables; GARCH; Thailand;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2006-08-26 (Econometric Time Series)
- NEP-FIN-2006-08-26 (Finance)
- NEP-FMK-2006-08-26 (Financial Markets)
- NEP-MAC-2006-08-26 (Macroeconomics)
- NEP-SEA-2006-08-26 (South East Asia)
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