Essays about: "Kittiporn Sinsukthavorn"

Found 2 essays containing the words Kittiporn Sinsukthavorn.

1. 1. Asymmetry in the dynamic conditional correlation of gold returns and stock returns

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kittiporn Sinsukthavorn; Haukur Alfredsson; [2014]
   Keywords : DCC; AG-DCC; dynamic conditional correlation; asymmetry; gold; mid-cap; small-cap; size; Business and Economics;

   Abstract : The purpose of this thesis is to explore the possibility of asymmetry in the dynamic conditional correlation of stock returns and gold returns. We hypothesize that this asymmetry might be different for large and small firms, as a result of size specific characteristics that may influence firm profitability and risk following negative market shocks. READ MORE

3. 2. The Role of Gold in a Portfolio in Different Market Conditions-Is gold still an attractive investment after the financial crisis in 2008?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Thian Thiumsak; Kittiporn Sinsukthavorn; [2013]
   Keywords : Business and Economics;

   Abstract : This thesis examines whether gold is still attractive to be invested as one of the portfolio component after the financial crisis in 2008. Besides, the study suggests the appropriate weight of gold in the portfolio investment during the normal and crisis periods. This paper uses the U.S. READ MORE