Now showing items 1-6 of 6

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    CRYPTOCURRENCIES AND TRADITIONAL ASSETS: THE EMPIRICAL STUDY IN DYNAMIC LINKAGES AND PORTFOLIO OPTIMIZATION 

    Watcharaporn Kantaphayao; Watcharaporn Kantaphayao; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน; National Institute of Development Administration. School of Development Economics; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน (National Institute of Development Administration, 7/1/2022)

    The paper generates the top 5-coin index and the top 5-token index and treats them as the cryptocurrency price to investigate for three main objectives. First, it has to investigate the short-term dynamic spillover between cryptocurrency and main traditional assets. Second, it has to examine the fundamental characters of both coin and token by long-term relationships with other traditional assets, as well as forecasting price ability. Third, it has to analyze the asset allocation for the portfolio optimization approach by applying the dynamic ...
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    EVALUATING THE OPERATING EFFICIENCY OF COMMERCIAL BANKING SECTOR IN LAO PDR 

    Viphaphone Senesombath; Viphaphone Senesombath; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน; National Institute of Development Administration. School of Development Economics; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน (National Institute of Development Administration, 12/8/2022)

    The objectives of this research are to explore the bank operating efficiency and to identify the factors that determine the operating efficiency of commercial banking sectors in Lao PDR. First, the Data Envelopment Analysis (DEA) approach is employed to compare efficiency between private and foreign banks. The results show that foreign banks have higher operating efficiency comparing to private banks under intermediation and operating activities. On the other hand, private banks are more efficient under value-added function than foreign banks. ...
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    A NEW APPROACH TO THE BUSINESS CYCLE AND INSIGHTS FOR THE ALLOCATION OF INVESTMENT ASSET CLASSES AND SECTORAL STOCK RETURNS ALONG THE BUSINESS CYCLE 

    Korn Talthip; Korn Talthip; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน; National Institute of Development Administration. School of Development Economics; Sorasart Sukcharoensin; สรศาสตร์ สุขเจริญสิน (National Institute of Development Administration, 13/8/2021)

    Portfolio management strategy enables investors to reduce risk and maximize return. Investment in different stocks in equity market helps reducing non-systematic risk however systematic risk of portfolio obviously affected by macroeconomic conditions. Different stages of business cycle associates with changes in macroeconomic environment together with business sentiment and different market expectations which impact performance of specific asset classes in each stage. Equity in different stock sectors responses differently in various economic and ...
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    การเลือกใช้เครื่องมือทางการเงินสมัยใหม่สำหรับรัฐวิสาหกิจไทย 

    สรศาสตร์ สุขเจริญสิน (บริษัท ที.เค. พริ้นติ้ง จำกัด, 2018-06)
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    การวัดระดับการพัฒนาของตลาดหลักทรัพย์ในอาเซียน 

    สรศาสตร์ สุขเจริญสิน (บริษัท ที.เค. พริ้นติ้ง จำกัด, 2018-05)
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    ทฤษฎีตลาดทุนและกระบวนการบริหารกลุ่มสินทรัพย์ลงทุน 

    สรศาสตร์ สุขเจริญสิน (เอ็มแอนด์เอ็ม เลเซอร์พริ้นต์, 2018-01)