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Phornchanok Cumperayot
Phornchanok Cumperayot
Associate Professor, Faculty of Economics, Chulalongkorn University
Verificeret mail på Chula.ac.th - Startside
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Early warning systems for currency crises: A multivariate extreme value approach
P Cumperayot, R Kouwenberg
Journal of international money and finance 36, 151-171, 2013
542013
Linkages between extreme stock market and currency returns
P Cumperayot, T Keijzer, R Kouwenberg
Journal of International Money and Finance 25 (3), 528-550, 2006
542006
The effect of VaR based risk management on asset prices and the volatility smile
A Berkelaar, P Cumperayot, R Kouwenberg
European Financial Management 8 (2), 139-164, 2002
482002
On the (ir) relevancy of value-at-risk regulation
PJ Cumperayot, J Daníelsson, BN Jorgensen, CG de Vries
Measuring risk in complex stochastic systems, 99-117, 2000
212000
International financial markets: Risk and extremes
P Cumperayot
Thela Thesis, 2002
32002
The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates
P Cumperayot, R Kouwenberg
International Economics 166, 167-176, 2021
22021
Dusting off the Perception of Risk and Returns in FOREX Markets
PJ Cumperayot
22005
Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls
P Cumperayot, R Kouwenberg
The World Economy 44 (9), 2738-2757, 2021
12021
Stability of Thai baht: tales from the tails
P Cumperayot
Bulletin of Economic Research 69 (4), 355-383, 2017
12017
The linkage between large currency swings and fundamentals
P Cumperayot, CG de Vries
Mimeo. http://pubdocs. worldbank. org/en/996651510880297287/Linking-Large …, 2013
12013
Large swings in currencies driven by fundamentals
P Cumperayot, CG de Vries
Tinbergen Institute Discussion Paper, 2006
12006
Linking Large Currency Swings to FundamentalsIShocks
P Cumperayot, CG de Vries
2017
Linkages between extreme stock market and currency returns.
R Kouwenberg, P Cumperayot, T Keijzer
2006
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Artikler 1–13