Thanaset Chevapatrakul

Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach

Linh Nguyen, Thanaset Chevapatrakul, Kai Yao · Journal of Empirical Finance · 2020 · 70 citations · Full text

Empirical Finance, Economics, Computational Finance +10

Detecting overreaction in the Bitcoin market: A quantile autoregression approach

Thanaset Chevapatrakul, Danilo V. Mascia · Finance research letters · 2018 · 49 citations · Full text

Market Microstructure, Economics, Market Trend +10

The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan

Thanaset Chevapatrakul, Tae-Hwan Kim, Paul Mizen · Journal of money credit and banking · 2009 · 48 citations

Economic Fluctuation, Alternative Monetary Regime, Monetary Policy +17

Customer financing, bargaining power and trade credit uptake

Simona Mateut, Thanaset Chevapatrakul · International Review of Financial Analysis · 2018 · 40 citations · Full text

Trade Finance, Credit Market, Business +6

Do stress tests affect bank liquidity creation?

Thach Vu Hong Nguyen, Shamim Ahmed, Thanaset Chevapatrakul et al. · Journal of Corporate Finance · 2020 · 39 citations · Full text

Financial System, Do Stress Tests, Financial Intermediation +4