Browsing GSDE: Dissertations by Author "Surakiat Kahaboonsirihansa"
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Stock market bubbles, investment risk and the role of monetary policy in Thailand Surakiat Kahaboonsirihansa; Komain Jiranyakul (National Institute of Development Administration. School of Development Economics., 2013)
The dividend discounted models with rational expectation under a perfect expectation model; CAPM, ICAPM and APT are used for the study. The results show that there are no bubbles in Thailand under Engle and Granger co-integration test and