Thanaset Chevapatrakul : Citation Profile


Are you Thanaset Chevapatrakul?

University of Nottingham

5

H index

3

i10 index

87

Citations

RESEARCH PRODUCTION:

7

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 8
   Journals where Thanaset Chevapatrakul has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 2 (2.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch489
   Updated: 2020-08-09    RAS profile: 2017-10-23    
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Relations with other researchers


Works with:

Mateut, Simona (3)

Paez-Farrell, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thanaset Chevapatrakul.

Is cited by:

Kim, Tae-Hwan (12)

MULLER, Christophe (12)

Pönkä, Harri (7)

Mizen, Paul (5)

Tsoukas, Serafeim (5)

Wolters, Maik (3)

Fisher, Jonas (2)

Horvath, Roman (2)

Krane, Spencer (2)

Gertler, Pavel (2)

Gourio, Francois (2)

Cites to:

Kim, Tae-Hwan (8)

Gertler, Mark (8)

Gali, Jordi (7)

Clarida, Richard (7)

Bassett, Gilbert (7)

MULLER, Christophe (7)

Bernanke, Ben (6)

koenker, roger (6)

Wieland, Volker (5)

Nelson, Edward (5)

Engle, Robert (5)

Main data


Where Thanaset Chevapatrakul has published?


Recent works citing Thanaset Chevapatrakul (2018 and 2017)


YearTitle of citing document
2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: AMSE Working Papers. RePEc:aim:wpaimx:1716.

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2019Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: AMSE Working Papers. RePEc:aim:wpaimx:1920.

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2018How is the Taylor Rule Distributed under Endogenous Monetary Regimes?. (2018). Liu, Xiaochun. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:2:p:305-316.

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2017Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Jareo, Francisco ; Ferrer, Roman ; Ferrando, Laura. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:2:p:212-242.

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2018Sentiment and sign predictability of stock returns. (2018). Pönkä, Harri ; Pnk, Harri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00948.

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2019Modeling and forecasting return jumps using realized variation measures. (2019). Liu, YI ; Zhang, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:63-80.

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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

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2018Heterogeneity and nonconstant effect in two-stage quantile regression. (2018). Muller, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:3-12.

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2018Modelling market implied ratings using LASSO variable selection techniques. (2018). Sermpinis, Georgios ; Zhang, Ping ; Tsoukas, Serafeim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:19-35.

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2018Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach. (2018). Guo, Peng ; You, Wanhai ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:251-258.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2017Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries. (2017). Yang, Sheng-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:337-354.

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2017Investigating market efficiency through a forecasting model based on differential equations. (2017). de Resende, Charlene C ; Bosco, A R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:199-212.

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2020Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321.

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2019Testing extensions of Fama & French models: A quantile regression approach. (2019). Jareño, Francisco ; Jareo, Francisco ; De, Maria. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:188-204.

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2019The impact of tail risk on stock market returns: The role of market sentiment. (2019). Chevapatrakul, Thanaset ; Yao, Kai ; Xu, Zhongxiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:289-301.

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2017Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:556-576.

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2018Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets. (2018). Tony-Okeke, Uchenna ; Rodgers, Timothy ; Niklewski, Jacek ; Ahmadu-Bello, Jaliyyah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:54-61.

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2019Lopsided effects of telecom reforms on mobile markets in the enlarged EU: Evidence from dynamic quantile model. (2019). karamti, chiraz. In: Telecommunications Policy. RePEc:eee:telpol:v:43:y:2019:i:3:p:238-261.

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2020Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446.

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2020Inconsistency transmission and variance reduction in two-stage quantile regression. (2020). MULLER, Christophe ; Kim, Tae-Hwan. In: Post-Print. RePEc:hal:journl:hal-02084505.

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2019Linear Quantile Regression and Endogeneity Correction. (2019). Muller, Christophe. In: Post-Print. RePEc:hal:journl:hal-02618513.

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2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: Working Papers. RePEc:hal:wpaper:halshs-01157552.

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2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: Working Papers. RePEc:hal:wpaper:halshs-01508067.

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2019Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-02272874.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2017Sentiment and sign predictability of stock returns. (2017). Pönkä, Harri. In: MPRA Paper. RePEc:pra:mprapa:81861.

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2017Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach. (2017). Naraidoo, Ruthira ; GUPTA, RANGAN ; Kim, Won Joong ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201738.

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2019Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule. (2019). Naraidoo, Ruthira ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201929.

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2017The Japanese Taylor rule estimated using censored quantile regressions. (2017). Kashiwagi, Masanori ; Chen, Jau-er. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1074-8.

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2017Predicting the direction of US stock markets using industry returns. (2017). Pönkä, Harri. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1098-0.

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2017Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach. (2017). Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1195-0.

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2018National information and euro area monetary policy: a generalized ordered choice approach. (2018). Brauning, Christina ; Fendel, Ralf. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-017-1238-1.

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2017Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. (2017). Luis , ; Salminen, Paavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:2:d:10.1007_s00186-017-0602-4.

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2017Market Reading of Central Bankers Words. A High-Frequency Evidence.. (2017). Horvath, Roman ; Gertler, Pavel. In: Working and Discussion Papers. RePEc:svk:wpaper:1043.

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2018Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2018). Raghavan, Mala ; Athanasopoulos, George. In: Working Papers. RePEc:tas:wpaper:27231.

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Works by Thanaset Chevapatrakul:


YearTitleTypeCited
2014Monetary Policy Reaction Functions in Small Open Economies: a Quantile Regression Approach In: Manchester School.
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article8
2013What determines the sacrifice ratio? A quantile regression approach In: Economics Bulletin.
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article1
2014Monetary environments and stock returns revisited: A quantile regression approach In: Economics Letters.
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article3
2015Monetary environments and stock returns: International evidence based on the quantile regression technique In: International Review of Financial Analysis.
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article2
2013Return sign forecasts based on conditional risk: Evidence from the UK stock market index In: Journal of Banking & Finance.
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article13
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
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article13
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 13
paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
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article39
2014The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis In: Discussion Papers.
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paper8
2016Customer financing, bargaining power and trade credit uptake In: Discussion Papers.
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paper0
2017Customer financing, bargaining power and trade credit uptake.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2016Business-Linkage Volatility Spillover between US Industries In: Discussion Papers.
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