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Wasin SiwasaritAssistant Professor
University of North Carolina at Chapel Hill, United States
Joined
Email
Areas of Interest
Financial Economics , Asset Pricing , Financial Econometrics , Macroeconomics
Education
Master of Arts in Economics (English Program) ,Thammasat University, 2005
Doctor of Philosophy in Financial Econometrics, University of North Carolina at Chapel Hill, United States, 2015 Employment History
Lecturer in Finance, Faculty of Commerce and Accountancy, Chulalongkorn University , 2025 - Present
Referred Publications
Wongaree, P., Chiyachantana, C. N., & Ding. (2025). The pricing of green bonds and the determinants of the green bond premium in the Asia-pacific and European markets. Journal of Open Innovation: Technology, Market, and Complexity, 11(2).
Sanguanwongse, V., Luksamee-Arunothai, M., Harnphattananusorn, S., Seemanon, K., Siwasarit, W., & Ittithumwinit, S. (2024). Study on the guidelines for the efficient and sustainable management of groundwater usage revenue collection in relation to ground
Sirasoontorn, P., Wongcharoen, P., Siwasarit, W., & Rungsuriyawiboon, S. (2022). Energy price reform and impacts on social welfare.
Colacito, R., Ghysels, E., Meng, J., & Siwasarit, W. (2016). Skewness in expected macro fundamentals and the predictability of equity returns: Evidence and theory. The Rviews of Financial Studies, 29(8), 2069-2109.
Teaching
2604639
Financial Time-Series Models
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