Does Asian Credit Default Swap Index Improve Portfolio Performance? - Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta (IUKM, 2016)

Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models. - Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

The Role of Asian Credit Default Swap Index in Portfolio Risk Management. - Jianxu Liu; Chatchai Khiewngamdee; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Estimating Efficiency of Stock Return with Interval Data. - Phachongchit Tibprasorn; Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

A Convex Combination Method for Quantile Regression with Interval Data. - Somsak Chanaim; Chatchai Khiewngamdee; Songsak Sriboonchitta; Chongkolnee Rungruang (ECONVN, 2018)

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks. - Benchawanaree Chodchuangnirun; Woraphon Yamaka; Chatchai Khiewngamdee (IUKM, 2018)

The Role of Agricultural Commodity Prices in a Portfolio. - Chatchai Khiewngamdee; Quanrui Song; Somsak Chanaim (IUKM, 2018)

The Role of Oil Price in the Forecasts of Agricultural Commodity Prices. - Rossarin Osathanunkul; Chatchai Khiewngamdee; Woraphon Yamaka; Songsak Sriboonchitta (Predictive Econometrics and Big Data, 2018)

Impacts of Global Market Volatility and US Dollar on Agricultural Commodity Futures Prices: A Panel Cointegration Approach. - Khunanont Lerkeitthamrong; Chatchai Khiewngamdee; Rossarin Osathanunkul (Structural Changes and their Econometric Modeling, 2019)

Does Cryptocurrency Improve Forecasting Performance of Exchange Rate Returns? - Chatchai Khiewngamdee; Somsak Chanaim (IUKM (1), 2023)