Dr Nongnuch Tantisantiwong

Lecturer
BEcon, MEcon, MSc., PhD

Contact Details

n.tantisantiwong@dundee.ac.uk
tel: 0044(0)1382 385838
fax: 0044(0)1382 388421

Biography

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

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

Teaching

Econometrics for Finance (MSc)
Quantitative Methods (MSc)
Emerging Financial Markets (MSc)
International Capital Markets (3rd year)

Research

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

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