., Graduate School of Development Economics, NIDA How to measure spillovers? 8 The econometric methodology of Diebold and Yilmaz (2009, 2012) can be summarized as follows Consider the simple case of the
(ThaiCERT). Given the more sophisticated cyber risks, financial institutions as service providers, and customers as users, are increasingly vulnerable to losses. In terms of cyber security readiness, however
disclosures from simple metrics such as GHG emissions. In the SET 50 the research found only 12% of companies included or referenced a TCFD report in Annual Reports (a key aim of TCFD is to include climate
sophisticated machine learning. JEL Classification: C45, G34, M14 Keywords: corporate culture, board gender diversity, female directors, corporate governance, machine learning, textual analysis, agency theory 2
ISIC4 codes, then it will be easier to measure them against the Thailand Taxonomy which also employs the ISIC4 codification. However, it is not always a simple process. Some interpretation may be
against Condition 2, each building in the issuer’s portfolio must satisfy the CBI-approved proxy. This is known as the Simple Aggregation Method whereby each building included in the pool must be compliant
stationarity as the H0 is rejected with the p-value from Chi-square of Dickey-Fuller test is less than 0.01. 2. Multicollinearity test as shown on Table 8.2 shows that there are no any simple correlation
volatility, effectively assume this risk. Structured securities are complex instruments, typically involve a high degree of risk and are intended for sale only to sophisticated investors who are capable of
responsibilities of ownership are appropriately and fully delivered in their interests and on their behalf by those agents. As sophisticated investors with influence, often including voting rights, institutional
engagements, in when providing financial planning services to clients, value cannot be defined in such simple returns as alpha and beta, since the objective of an individual investor is typi- cally to achieve a