Nongnuch Tantisantiwong
Personal Details
First Name: | Nongnuch |
Middle Name: | |
Last Name: | Tantisantiwong |
Suffix: | |
RePEc Short-ID: | pta494 |
[This author has chosen not to make the email address public] | |
Affiliation
University of Southampton, School of Electronics and Computer Science (University of Southampton, School of Electronics and Computer Science)
https://www.ecs.soton.ac.ukUK, Southampton
Research output
Jump to: Working papers ArticlesWorking papers
- Peter Simmons & Nongnuch Tantisantiwong, 2018. "Evaluation of Individual and Group Lending under Asymmetric information," Discussion Papers 18/01, Department of Economics, University of York.
- P Simmons (York) & N Tantisantiwong (Southampton), 2014. "Default and Risk Premia in Microfinance Group Lending," Discussion Papers 14/28, Department of Economics, University of York.
- Nongnuch Tantisantiwong, 2013.
"Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging,"
Dundee Discussion Papers in Economics
278, Economic Studies, University of Dundee.
- Tantisantiwong, Nongnuch, 2013. "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," SIRE Discussion Papers 2013-116, Scottish Institute for Research in Economics (SIRE).
- Nongnuch Tantisantiwong, 2004. "Theoretical moment restrictions of commodity prices," Money Macro and Finance (MMF) Research Group Conference 2004 19, Money Macro and Finance Research Group.
Articles
- Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
- Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
- Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
- Anwar Halari & Christine Helliar & David M. Power & Nongnuch Tantisantiwong, 2018. "Islamic calendar anomalies: Pakistani practitioners’ perspective," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 10(1), pages 71-84, February.
- M. N. Khan & N. Tantisantiwong & S. G. M. Fifield & D. M. Power, 2015. "The relationship between South Asian stock returns and macroeconomic variables," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1298-1313, March.
- Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015. "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 64-73.
- P. Simmons & N. Tantisantiwong, 2014. "Equilibrium moment restrictions on asset returns: normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.
- Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012. "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, vol. 23(1), pages 26-38.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018.
"Determinants of equity return correlations: a case study of the Amman Stock Exchange,"
Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
Cited by:
- Willy Alanya & Gabriel Rodríguez, 2019. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
- Konstantinos Vergos & Benjamin Wanger, 2019. "Evaluating interdependencies in African markets A VECM approach," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 65-85.
- Angelos Kanas & Panagiotis D. Zervopoulos, 2020. "Systemic risk-shifting in U.S. commercial banking," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 517-539, February.
- Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019. "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, vol. 84(C).
- Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018.
"East meets West: When the Islamic and Gregorian calendars coincide,"
The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
Cited by:
- Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
- M. N. Khan & N. Tantisantiwong & S. G. M. Fifield & D. M. Power, 2015.
"The relationship between South Asian stock returns and macroeconomic variables,"
Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1298-1313, March.
Cited by:
- Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
- Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
- Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Md. Qamruzzaman & Ananda Bardhan & Summatun Nasya, 2020. "Nexus between Remittance, Nonperforming Loan, Money Supply, and Financial Volatility: An Application of ARDL," International Journal of Applied Economics, Finance and Accounting, Online Academic Press, vol. 8(1), pages 11-29.
- Mesagan Peter Ekundayo & Amadi Nkem Agatha, 2017. "The Efficiency Market Theory: A Case of Commercial Banks Stocks in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 583-587, December.
- Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017. "Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 951-962.
- Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015.
"Islamic calendar anomalies: Evidence from Pakistani firm-level data,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 64-73.
Cited by:
- Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
- Osamah Al-Khazali & Elie Bouri & David Roubaud & Taisier Zoubi, 2017.
"The impact of religious practice on stock returns and volatility,"
Post-Print
hal-02008554, HAL.
- Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017. "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 172-189.
- Paul-Olivier KLEIN & Rima TURK & Laurent WEILL, 2017. "How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan," Working Papers of LaRGE Research Center 2017-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Klein, Paul-Olivier & Turk, Rima & Weill, Laurent, 2017.
"Religiosity vs. well-being effects on investor behavior,"
Journal of Economic Behavior & Organization, Elsevier, vol. 138(C), pages 50-62.
- Paul-Olivier Klein & Rima Turk & Laurent Weill, 2017. "Religiosity vs. well-being effects on investor behavior," Post-Print hal-03053249, HAL.
- Khalil Jebran & Shihua Chen, 2017. "Examining anomalies in Islamic equity market of Pakistan," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 7(3), pages 275-289, July.
- Murat Akbalik & K. Batu Tunay, 2016. "An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul," Oeconomia Copernicana, Institute of Economic Research, vol. 7(4), pages 593-612, December.
- Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
- Fatima Syed & Naimat U. Khan, 2017. "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 104-122, September.
- P. Simmons & N. Tantisantiwong, 2014.
"Equilibrium moment restrictions on asset returns: normal and crisis periods,"
The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.
Cited by:
- Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
- Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012.
"A reexamination of capital controls’ effectiveness: Recent experience of Thailand,"
Journal of Asian Economics, Elsevier, vol. 23(1), pages 26-38.
Cited by:
- Jacob Gyntelberg & Subhanij Tientip & Mico Loretan, 2012.
"Private Information, Capital Flows, and Exchange Rates,"
IMF Working Papers
2012/213, International Monetary Fund.
- Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018. "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 40-55.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015. "Private information, capital flows, and exchange rates," Working Papers 2015-12, Swiss National Bank.
- Agénor, Pierre-Richard & Jia, Pengfei, 2020.
"Capital controls and welfare with cross-border bank capital flows,"
Journal of Macroeconomics, Elsevier, vol. 65(C).
- Pierre-Richard Agénor & Pengfei Jia, 2015. "Capital Controls and Welfare with Cross-Border Bank Capital Flows," Centre for Growth and Business Cycle Research Discussion Paper Series 212, Economics, The Univeristy of Manchester.
- Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
- Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric, 2014. "Exchange rate fluctuations and international portfolio rebalancing," Emerging Markets Review, Elsevier, vol. 18(C), pages 34-44.
- Jacob Gyntelberg & Subhanij Tientip & Mico Loretan, 2012.
"Private Information, Capital Flows, and Exchange Rates,"
IMF Working Papers
2012/213, International Monetary Fund.
More information
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Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (2) 2015-01-31 2018-02-19
- NEP-MFD: Microfinance (2) 2015-01-31 2018-02-19
- NEP-OPM: Open Economy Macroeconomics (2) 2013-10-18 2014-09-25
- NEP-ACC: Accounting & Auditing (1) 2018-02-19
- NEP-CTA: Contract Theory & Applications (1) 2018-02-19
- NEP-PPM: Project, Program & Portfolio Management (1) 2018-02-19
- NEP-RMG: Risk Management (1) 2015-01-31
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