Full-Time Faculty
Assistant Professor Wasin Siwasarit, Ph.D.
Position :

Assistant Professor of Economics, Faculty of Economics, Thammasat University

Contact :
E-Mail : wasin@econ.tu.ac.th
Education :

2015: Ph.D. in Economics, University of North Carolina at Chapel Hill.
2005: M.A. (Economics), English Program, Thammasat University.
2002: B.A. (Economics), First Class Honor, Thammasat University.

Working papers/ Publication :

Wasin Siwasarit (2019). “Macroeconomic Determinants of Stock Market  Volatilities: An Empirical Study of  Thailand”, paper presented at Singapore Economic Review Conference 2019, Singapore.

Wasin Siwasarit (2019). “Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50”, (Wu, Polin), Asia-Pacific Financial Markets.

Wasin Siwasarit (2017). “The Role of Financial data in Forecasting Thailand’s Economic Growth with Mixed Data Sampling (MIDAS MODELS)”, paper presented at  39th Symposium, Faculty of Economics, Thammasat University.

Wasin Siwasarit (2016).  “Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory”, (with  R. Colacito, E. Ghysels, and J. Meng), Review of Financial Studies, Volume 29, Issue 8, August 2016.

Research Interest :

Financial Economics, Asset Pricing, Financial Econometrics, Macroeconomics.

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