Dr Nongnuch Tantisantiwong

Biography

Nongnuch joined the School as a lecturer in August 2010. She was awarded the 1st Class Honour Bachelor degree in Economics and a Master degree in Economics from Chulalongkorn University (Thailand), and an MSc. in Econometrics & Economics and a PhD in Economics from University of York (UK). She was a part-time teaching fellow during her postgraduate studies and became a full-time lecturer in economics at the Leeds University Business School (UK) in 2004. In 2005, she worked as an economist at the Ministry of Finance (Thailand) and later became the Chief of Thai Macroeconomic Modelling and Forecasting Division. In 2008, she was appointed to be the Chief of Financial System Development & Planning Division. In 2009, she was a postdoctoral teaching fellow at the Department of Economics & Related Studies, University of York (UK). Her current research covers theoretical and applied finance and economics.

Responsibilities

Internal Responsibilities

• Director of BFin/BIFin Programmes
• Advisor to BAcc, BFin and BusMgt students
• Module Organiser – Econometrics for Finance (5EF)

External Responsibilities

Ad hoc reviewer for

• ASEAN Economic Bulletin
• Australasian Accounting, Business and Finance Journal
• Bulletin of Economic Research

Postgraduate Supervision

Supervisor of five Doctoral Students:

• Mohammad Alomari
• Khaled Alotaibi
• Anwar Halari
• Justin Hof
• Mohammed Khan

• Econometrics for Finance (MSc)

• Quantitative Methods (MSc)

• Emerging Financial Markets (MSc)

• International Capital Markets (3rd year)

Research Interests

• Financial economics/econometrics
• Derivatives (financial and commodity markets)
• Development finance (microfinance, rural finance, agricultural finance)
• Banking and financial institutions
• International finance and economics
• Macroeconomic and monetary policies

Research Grants

2010-2011   The Role of Microfinance in Promoting Financial Access (approx. £50,000) funded by the Royal Thai Government

2008-2009   Development of Gold Derivatives (approx. £30,000) funded by World Bank

2007-2008 Good Governance Indicators for Specialized Financial Institutions (approx. £25,000) funded by the Royal Thai Government   

2006-2007 Master Plans for the Revolution of Thailand’s  Money and Capital Markets (approx. £40,000) funded by National Research Council of Thailand          

2005-2006   Thai Macroeconomic Forecasting Models (approx. £40,000) funded by National Research Council of Thailand                      

2000-2001   SMEs Production Function funded by Ministry of Commerce (Thailand)

1999-2000   Impacts of APEC Liberalization funded by Ministry of Commerce (Thailand)

1999-2000   Thailand’s Supporting Industries funded by Ministry of Commerce (Thailand)

1999           GMO Food Consumption inThailandfunded by Ministry of Science and Technology (Thailand)

Other Previous Research Funding

2007  Temasek Foundation Subsidy for presentation at the Singapore Economic Review Conference

2004  The Royal Economic Society Conference Grant for presentation at the Money Macro and Finance Group 36th Annual Conference

Publications

• Equilibrium moment restrictions on asset returns: Normal and Crisis Periods (with P. Simmons, University of York), European Journal of Finance (Forthcoming)
• A reexamination of capital controls' effectiveness: recent experience of Thailand (with P. Abhakorn, Ministry of Finance, Thailand), Journal of Asian Economics, vol. 23, no. 1, pp. 26-38 (2012)
• Should exports be diversified or integrated? evidence from Asian countries' experience, ASEAN Economic Bulletin, vol. 27, no.1, pp.55-76 (2010)

Under Review

• Default and risk premia in microfinance group lending (with P. Simmons, University of York), under review of Journal of Development Economics
• Effects of exchange rates on domestic prices via offshore commodity and currency hedging, under review of Journal of Futures Markets

 Current Work in Progress

• The role of microfinance in promoting financial access (with P. Abhakorn, Ministry ofFinance,Thailand)
• Welfare effects of microlending (with Prof. P. Simmons,UniversityofYork)
• Polish companies' bankruptcy prediction (withS. Gargas) 

Recent Conference Presentations

• Dynamic relationships between Chinese stock indices and RMB exchange rates, BAFA Scottish Area Group Conference, Glasgow (UK), 2012

• Price transmission and effects of exchange rates on domestic commodity prices via offshore and currency hedging, INFINTI Conference on International Finance,Dublin(Ireland), 2011

• Equilibrium moment restrictions of asset prices at maturity, Singapore Economic Review Conference, 2007

 Selected Publications Prior to 2008

https://sites.google.com/site/tantisantiwong/research/publications

Link to CV

https://sites.google.com/site/tantisantiwong/work-experience