Komain Jiranyakul
Biographic Data
| ID | 6681392 |
|---|---|
| NAME | Komain Jiranyakul |
| GIVEN NAMES | Komain |
| FAMILY NAME | Jiranyakul |
| SIGNATURE | JIRANYAKUL K |
| AFFILIATIONS | National Institute of Development Administration |
| ORCID | 0000-0002-3918-6266 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2009 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
Is the Thai government revenue-spending nexus asymmetric
Recent evidence suggests that there might be an asymmetric process of adjustment towards the long-run equilibrium in the government revenue-spending nexus. In this paper, the long-run relationship between government revenue and spending is examined in the case of Thailand using annual data over the period 1991–2019. Specifically, this is an attempt to determine whether this long-run relationship is linear or nonlinear. In doing so, both linear an…
Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets
This article investigates the impacts of changes in the U.S.-implied volatility on the changes in implied volatilities of the Euro and Thai stock markets. For that purpose, volatilities implicit in stock index option prices from the United States, Euro, and Thai stock markets are analyzed using the Standard Granger Causality Test, impulse response analysis, and variance decompositions. The results found in this study suggest that the U.S. stock m…
Capital mobility in Asia
This paper explores the international capital mobility in North Asia (South Korea and Taiwan), South Asia (Indonesia, Malaysia, the Philippines, Singapore and Thailand) and India. In particular, the Feldstein–Horioka puzzle, which states domestic investment and savings are highly and positively correlated, was examined for cointegration using an autoregressive distributed lag bounds testing procedure. The results did not show a positive correlati…
Is the Thai government revenue-spending nexus asymmetric
Recent evidence suggests that there might be an asymmetric process of adjustment towards the long-run equilibrium in the government revenue-spending nexus. In this paper, the long-run relationship between government revenue and spending is examined in the case of Thailand using annual data over the period 1991–2019. Specifically, this is an attempt to determine whether this long-run relationship is linear or nonlinear. In doing so, both linear an…
Capital mobility in Asia
This paper explores the international capital mobility in North Asia (South Korea and Taiwan), South Asia (Indonesia, Malaysia, the Philippines, Singapore and Thailand) and India. In particular, the Feldstein–Horioka puzzle, which states domestic investment and savings are highly and positively correlated, was examined for cointegration using an autoregressive distributed lag bounds testing procedure. The results did not show a positive correlati…
Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets
This article investigates the impacts of changes in the U.S.-implied volatility on the changes in implied volatilities of the Euro and Thai stock markets. For that purpose, volatilities implicit in stock index option prices from the United States, Euro, and Thai stock markets are analyzed using the Standard Granger Causality Test, impulse response analysis, and variance decompositions. The results found in this study suggest that the U.S. stock m…
Is the Thai government revenue-spending nexus asymmetric
Recent evidence suggests that there might be an asymmetric process of adjustment towards the long-run equilibrium in the government revenue-spending nexus. In this paper, the long-run relationship between government revenue and spending is examined in the case of Thailand using annual data over the period 1991–2019. Specifically, this is an attempt to determine whether this long-run relationship is linear or nonlinear. In doing so, both linear an…
Economics (3 works) · Monetary economics (3 works) · Monetary Policy and Economic Impact (3 works) · Cointegration (2 works) · Econometrics (2 works) · Macroeconomics (2 works) · Autoregressive model (1 work) · Banking stability, regulation, efficiency (1 work) · Business (1 work) · Capital (architecture (1 work)