Essays about: "Tanyatorn Suppakittiwong"

Found 1 essay containing the words Tanyatorn Suppakittiwong.

  1. 1. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
    Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

    Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE