Details about Nongnuch Tantisantiwong

Access statistics for papers by Nongnuch Tantisantiwong.

Last updated 2023-10-11. Update your information in the RePEc Author Service.

Short-id: pta494

Working Papers

2022

1. The Socially Optimal Loan Auditing with Multiple Projects
   Discussion Papers, Department of Economics, University of York

2018

2. Evaluation of Individual and Group Lending under Asymmetric information
   Discussion Papers, Department of Economics, University of York

2014

3. Default and Risk Premia in Microfinance Group Lending
   Discussion Papers, Department of Economics, University of York

2013

4. Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)

2004

5. Theoretical moment restrictions of commodity prices
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group

Journal Articles

2022

1. Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation
   Financial Markets and Portfolio Management, 2022, 36, (1), 87-117 View citations (1)
2. Comparing SRI funds to conventional funds using a PCA methodology
   Journal of Asset Management, 2022, 23, (7), 581-595 View citations (1)
3. Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic
   Journal of Business Ethics, 2022, 175, (1), 207-230 View citations (2)

2020

4. The cross-country transmission of credit risk between sovereigns and firms in Asia
   The Quarterly Review of Economics and Finance, 2020, 78, (C), 309-320 View citations (1)

2019

5. Taking advantage of Ramadan and January in Muslim countries
   The Quarterly Review of Economics and Finance, 2019, 74, (C), 85-96 View citations (1)

2018

6. Determinants of equity return correlations: a case study of the Amman Stock Exchange
   Review of Quantitative Finance and Accounting, 2018, 50, (1), 33-66 View citations (5)
7. East meets West: When the Islamic and Gregorian calendars coincide
   The British Accounting Review, 2018, 50, (4), 402-424 View citations (4)
8. Islamic calendar anomalies: Pakistani practitioners’ perspective
   Qualitative Research in Financial Markets, 2018, 10, (1), 71-84

2015

9. Islamic calendar anomalies: Evidence from Pakistani firm-level data
   The Quarterly Review of Economics and Finance, 2015, 58, (C), 64-73 View citations (11)
10. The relationship between South Asian stock returns and macroeconomic variables
    Applied Economics, 2015, 47, (13), 1298-1313 View citations (8)

2014

11. Equilibrium moment restrictions on asset returns: normal and crisis periods
    The European Journal of Finance, 2014, 20, (11), 1064-1089 View citations (1)

2012

12. A reexamination of capital controls’ effectiveness: Recent experience of Thailand
    Journal of Asian Economics, 2012, 23, (1), 26-38 View citations (10)