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- Faculty
- Wasin Siwasarit
Areas of Interest
Financial Economics, Asset Pricing, Financial Econometrics, Macroeconomics
Education
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B.A. (Economics), First Class Honor, ,
Economics,
Thammasat University,
2002
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M.A. (Economics), English Program,
Economics,
Thammasat University,
2005
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Doctor of Philosophy,
Economics,
University of North Carolina at Chapel Hill,
2015
Refereed Publications
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Journal of Open Innovation: Technology, Market, and Complexity,
2025,
Volume 11, Issue 2.,
,
"The pricing of green bonds and the determinants of the green bond premium in the Asia-Pacific and European markets ":
Wasin Siwasarit
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Nomura Journal of Asian Capital Markets,
2024,
Autumn,
,
"Are ESG Ratings Noisy for Stock Returns? Evidence from Thailand’s Stock Market":
Wasin Siwasarit
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Environmental and Sustainability Indicators,
2024,
September ,
,
"Study on the guidelines for the efficient and sustainable management of groundwater usage revenue collection in relation to groundwater usage fees and groundwater preservation fees in the groundwater crisis areas of Thailand":
Siwasarit, W., Sanguanwongse, V., Luksamee-Arunothai, M., Harnphattananusorn, S., Seemanon, K. and Ittithumwinit, S
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Applied Economics Journal,
2022,
December ,
,
"Energy Price Reform and Impacts on Social Welfare":
Wasin Siwasarit, Puree Sirasoontorn, Petchtharin Wongcharoen, Supawat Rungsuriyawiboon
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Asia- Pacific Financial Markets,
2019,
27(1),
115-144,
"Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50":
Siwasarit, Wasin., Wu, Polin
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Review of Financial Studies,
2016,
29 (8),
,
"Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory":
Siwasarit, W., R. Colacito, E. Ghysels, and J. Meng
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Research Report, Thailand Research Fund.,
2011,
,
,
"Thailand Banks after the Financial Crisis in1997 (in Thai)":
Wasin Siwasarit
Other Publications
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CMRI, Stock Exchange of Thailand.,
2024,
,
,
"“Market Microstructure”":
Wasin Siwasarit
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Thai Health Promotion Foundation,
2022,
,
,
"Learning Losses and School Closures during the Covid-19 Pandemic in Thailand":
Wasin Siwasarit
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Social Security Office.,
2021,
,
,
"A Consultancy Project to Develop Internal Database and Risk Models":
Wasin Siwasarit
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PTT Forecasting the demand for using energy in Thailand,
2021,
,
,
"Energy Mix":
Wasin Siwasarit
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Government Saving Bank,
2020,
,
,
"Forecasting the Quarterly Gross Domestic Product":
Wasin Siwasarit
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Government Housing Bank,
2017,
,
,
"Forecasting New Housing Loans and Outstanding Housing Loans in Thai’s Property Market":
Wasin Siwasarit
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Thailand Research Fund,
2010,
,
,
"Impact of Non-Tariff Measures (NTMs) on Agricultural Export: The Case of Thailand":
Wasin Siwasarit and Niramon Suthummakid
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Office of Small and Medium Enterprises Promotion,
2007,
,
,
"Action Plans for Small and Medium Enterprises Promotion (In Thai)":
Wasin Siwasarit
-
Office of Small and Medium Enterprises Promotion,
2007,
,
,
"Strategy in Promoting Small and Medium Enterprises in Different Sectors (In Thai)":
Wasin Siwasarit
