Browse by all authors Browse By Author Name - Treepongkaruna,+Sirimon

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Treepongkaruna, Sirimon and Faff, Robert (2012) A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data. Australian Journal of Management, 38 2: 333-352. doi:10.1177/0312896212443691 52   Cited 1 times in Scopus1 0
Chan, Kam Fong, Treepongkaruna, Sirimon, Brooks, Robert and Gray, Stephen (2011) Asset market linkages: Evidence from financial, commodity and real estate assets. Journal of Banking and Finance, 35 6: 1415-1426. doi:10.1016/j.jbankfin.2010.10.022 450 1 27 Cited 41 times in Scopus41 1
Chan, Kam Fong, Powell, John G. and Treepongkaruna, Sirimon (2014) Currency jumps and crises: do developed and emerging market currencies jump together?. Pacific Basin Finance Journal, 30 132-157. doi:10.1016/j.pacfin.2014.08.001 49   0 Cited 0 times in Scopus0 0
Darwin, Tristan, Treepongkaruna, Sirimon and Faff, Robert (2012) Determinants of bond spreads: Evidence from credit derivatives of Australian firms. Australian Journal of Management, 37 1: 29-46. doi:10.1177/0312896211416137 87   1 Cited 1 times in Scopus1 0
Treepongkaruna, Sirimon, Brooks, Robert and Gray, Stephen (2012) Do trading hours affect volatility links in the foreign exchange market?. Australian Journal of Management, 37 1: 7-27. doi:10.1177/0312896211411934 66   2 Cited 2 times in Scopus2 0
Treepongkaruna, Sirimon. (2001). Essays on one-factor interest rate models PhD Thesis, School of Business, The University of Queensland. 188 2
Treepongkaruna, Sirimon, Brailsford, Tim and Gray, Stephen (2013) Explaining the bid-ask spread in the foreign exchange market: a test of alternate models. Australian Journal of Management, OnlineFirst 1-20. doi:10.1177/0312896213499028 127 1 Cited 0 times in Scopus0 0
Treepongkaruna, Sirimon and Gray, Stephen (2003) On the robustness of short-term interest rate models. Accounting and Finance, 43 1: 87-121. doi:10.1111/1467-629X.00084 58   Cited 15 times in Scopus15 0
Chapple, Larelle and Treepongkaruna, Sirimon (2006). The impact of target board recommendations in Australian takeovers. In: J. Marti, EFMA 2006 Electronic Proceedings Papers. European Financial Management Association Annual Meeting, Madrid, Spain, (1-46). 28 June-1 July 2006. 76