The Factors Affecting Stock Market Volatility and Contagion: Thailand and South-East Asia Evidence provide an understanding of the dominant factors affecting st

The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market unc

The volatility has been one of the cores of the financial theory research, in addition to the stock markets is an important part of modern financial markets. Re

The thesis aims to develop a framework and a model of the fundamental-based contagion in the international stock market. Rather than studying the contagion effe

This paper examines stock market co-movements. It begins with a discussion of several conceptual issues involved in measuring these movements and how to test fo