Search
Now showing items 1-3 of 3
Factors influencing overindebtedness: a logistic regression analysis of consumers in Bangkok
(Assumption University Press, 2018)
Overindebtedness is a source of default risk facing by commercial banks and loan
institutions. Although studies of factors influencing individuals’ indebtedness are prevalent,
less of previous studies had examined financial ...
The Halloween effect and other seasonal anomalies in the energy sector of the stock exchange of Thailand
(Assumption University Press, 2018)
This research aims to explore the existence of three well
-
known seasonal anomalies
–
the January Effect, the April Effect, and the Halloween Eff
ect
–
as pertains to monthly returns
as well as to volatility. ...
Value at risk performance in cryptocurrencies
(Assumption University Press, 2018)
Due to conclusion could not rely on only one test, in this study, we apply various approaches
to verify the actuary of VaR model to find out whether VaR model, especially historical VaR
and delta normal VaR model, ...