dc.contributor.author | Saelao, Nartaya | en_US |
dc.contributor.author | นาตยา แซ่เล้า | |
dc.date.accessioned | 2016-09-05T09:52:13Z | |
dc.date.available | 2016-09-05T09:52:13Z | |
dc.date.issued | 2016-09-05 | |
dc.identifier.uri | http://repository.rmutp.ac.th/handle/123456789/2012 | |
dc.description | วิทยานิพนธ์ (บธ.ม.) -- มหาวิทยาลัยเทคโนโลยีราชมงคลพระนคร, 2558 | en_US |
dc.description.abstract | This study examined risk measurement of 3 ASEAN capital markets during year 2009 – 2013. The objective was to study and compare risk of 3 ASEAN capital markets before and after integration of 3 ASEAN member countries : Thailand, Malaysia and Singapore. GARCH Model was used for estimating risk in order to measure the daily securities price index of 3 ASEAN member countries, The study split the data into two time periods, the first period before integration starting from December 1st, 2009 to December 1st, 2011 and the second period after integration starting from December 1st, 2012 to December 1st, 2013. The results show volatility which is transferred by the stock exchange and the other stock exchange. The internal and external factors caused the volatility. The level and direction of volatility was likely to depend on balance between listed companies, structure, and economic structure of those countries, characteristic of the stock exchanges, and the majority of the investors of those stock exchanges. | en_US |
dc.description.sponsorship | Rajamangala University of Technology Phra Nakhon | en_US |
dc.language.iso | th | en_US |
dc.subject | Investment | en_US |
dc.subject | Capital market | en_US |
dc.subject | Risk management | en_US |
dc.subject | การบริหารความเสี่ยง | |
dc.subject | การลงทุน | |
dc.subject | ตลาดทุน | |
dc.subject | การจัดการความเสี่ยง | |
dc.subject | การตลาด | |
dc.title | Risk measurement of 3 asean capital markets during years 2009 - 2013 | en_US |
dc.title.alternative | การวัดความเสี่ยงตลาดทุนอาเซียน 3 ประเทศ ระหว่างปี พ.ศ. 2552 – 2556 | en_US |
dc.type | Thesis | en_US |
dc.contributor.emailauthor | arit@rmutp.ac.th | |