Multi-Paradigm Analysis of Thai Capital Market Linkages: Bivariate/Vine Copulas, Granger Causality, Network Centrality, and Graph Neural Network/Graph Embedding Approaches

4 code implementations • www.researchgate.net 2023 • Poomjai Nacaskul, Kongkan Kalakan, Pitikorn Khlaisamniang, Puvarith Veerabulyarith, Isariyaporn Sukcharoenchaikul

Analytically thorough understanding of causal, probabilistic, and informational linkages amongst modern, highly-interconnected capital markets is fundamental to the promotion of capital-market innovation, efficiency, and resilience; whereupon innovative, efficient, and resilient capital markets are fundamental to the sustainable economic development of any nation and the robust financial stability of her economy.

Econometrics Graph Embedding +1

Analysis of Thai Capital Market Linkages: Part III. Vine Copula and Monte Carlo Value-at-Risk/Expected Shortfall

1 code implementation • www.researchgate.net 2023 • Poomjai Nacaskul, Pitikorn Khlaisamniang, Puvarith Veerabulyarith

Analytically thorough understanding of financial-market dynamics is fundamental to the promotion of capital-market innovation, efficiency, and resilience; innovative, efficient, and resilient capital market, in turn, is fundamental to the sustainable economic development of the nation and the robust financial stability of its economy.