Browsing by Author "Annop Peungchuer"
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    Factors affecting the assurance of savings in the cooperatives from the perspective of member: a case study of Assumption University savings & credit coperative limited (AUSCC)
    (Assumption University Press, 2019) Annop Peungchuer ; Amara Tirasriwat ; Mathew, Asha ; Naruemol Tridechapol
    The purpose of this study was to examine factors affecting savings in AUSCC, focusing on factors affecting the confidence or assuranceof savings,needs assessment for confidence, andguidelines to enhance the level of confidence ofmembers.Factor analysis, priority need index, and analysis of variance for testing the differencesofAUSCC members’ qualifications towardsthe assurance of savings in AUSCCwere utilized.Thefindings revealed that thedifference in position and salary of AUSCC members has resulted in the different perception towards the competency and experience of management team that affected their confidence ofsavings at a significant level of 0.05.Furthermore, the need assessment analysis found that the factorsforenhancing the confidencelevel of savingsin AUSCC are: ability of management to communicate clearly at meetings; ability to investigate and audit cheating and fraud; knowledge of laws, regulations, and criteria of contract knowledge;strict, independent and fair decisions made by the board members; and good governance and internal control.
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    Inflation hedging characteristics of housing markets in Thailand
    (Assumption University, 2006) Annop Peungchuer ; Assumption University. Martin de Tours School of Management and Economics
    Property has been traditionally perceived as a good hedge against inflation. Extensive empiri- cal researches have been undertaken to prove whether properties hedge against inflation in different countries. This paper explores the relationship between inflation and returns in the housing markets in Thailand. Only the appreciation component, not income, of housing market returns is taken into account due to the limitations of data. Inflation is decomposed into expected and unexpected inflation. As expected inflation is not directly observable, a proxy of expected inflation is required. This paper uses Treasury Bill rates and regression-generated time series, Autoregressive (AR) and Autoregressive Integrated Moving Average (ARIMA) modelling, to estimate expected inflation.