Sirimon Treepongkaruna

Emeritus Professor

  • The University of Western Australia (M250), 35 Stirling Highway,

    6009 Perth

    Australia

Calculated based on number of publications stored in Pure and citations from PlumX

Personal profile

Biography

Education

2010 Graduate Certificate of Higher Education, Monash University, Australia.
2001 Ph.D. (Finance), School of Commerce, The University of Queensland, Brisbane, Australia Dissertation Title: Essay on one-factor interest rate models
1994 MBA (International Finance and Banking), SBPM, The George Washington University, Washington D.C., USA.
1992 Bsc. in Statistics (Hons), Faculty of Commerce and Accountancy, Chulalongkorn University, Bangkok, Thailand.

Funding overview

2014 UWA Business School Research Grant,
BHP Billiton Distinguished Research Awards

2013 UWA Business School Research Grant (one with Paul Gerrans and the other with Jing Yu), 2013 Prize Winning Paper for the best research by a FIRN Cross Institutional Research Team, 2013 UWABS Dean’s Research Fellowship

2012 UWA OLT seeding Grant, “Improving student learning space using simulated trading game,” awarded $5,000, AFAANZ 2012 Research Fund, Accounting & Finance Association of Australia and New Zealand (as mentor for Ronny Hoffman), and ARC Discovery Grant, “The economic cost of insider trading - culture, legislation, governance, gender and crisis impacts: comparative evidence from around the globe” awarded $404,485 for 2013-2015; UWA Business School Research Grant (one with Jing Yu and the other with Marvin Wee)
2011 UWA ISL Grant, “Enquiry-based learning versus Teacher-centred Learning:Evidence from a simulated trading game,” awarded $3,000.
KURDI Grant,”Volatility and Insider Trading,” awarded $3,000.
2009 MCFS small research grant, Melbourne Centre for Financial Studies, awarded $9,000 for a year, Faculty Internal Grant Scheme, Monash University, Australia, awarded $20,000 for a year, Faculty New Staff Grant Scheme, Monash University, Australia, awarded $10,000 for a year and ARC Discovery Grant, “Financial crises, volatility and sovereign ratings: Do ratings really matter when they are needed most?” awarded $220,000 over the next three years.
2007 College Internal Grant Scheme, Australian National University, Australia, and FAS Internal Grant Scheme, Australian National University, Australia.
2006 College Internal Grant Scheme, Australian National University, Australia, and Excellent Research Initiatives Grant, Australian National University, Australia.
2005 Faculty Internal Grant Scheme, Australian National University, Australia, and AFAANZ 2005 Research Fund, Accounting & Finance Association of Australia and New Zealand
2004 Faculty Internal Grant Scheme, Australian National University, Australia and AFAANZ 2004 Research Fund, Accounting & Finance Association of Australia and New Zealand
2001 Summer Research Scholar , Lincoln University ,New Zealand. 2003 Faculty Research Grant Scheme, Australian National University, Australia.

Previous positions

2009-2010 Senior Lecturer in Finance, Department of Accounting and Finance, Monash University, Melbourne, Australia.
2003-2008 Senior Lecturer in Finance, School of Finance and Applied Statistics, The Australian National University, Canberra, Australia.
2002 Lecturer in Finance, School of Finance and Applied Statistics, The Australian National University, Canberra, Australia.
2001-2002 Lecturer in Finance, Commerce Department, Lincoln University, Christchurch, New Zealand.
1999 Casual Tutor, School of Commerce, The University of Queensland, Brisbane, Australia
1996-1997 Derivatives Dealer, Foreign Exchange Trading Department, Bangkok Bank, Bangkok, Thailand.
1995-1996 Swap Dealer, Foreign Exchange Trading Department, Bangkok Bank, Bangkok, Thailand.
1994 Teaching Assistant, SBPM, The George Washington University, Washington, D.C., USA.
1992 System Analyst, MIS, Petroleum Authority of Thailand, Bangkok, Thailand.

Current projects

Collaborations with Other Institutions

ARC projects with UTS, UQ, Monash University, Kasetsart University, and Strathclyde University.
Other projects with Chulalongkorn University, Kobe University and University of Leeds

Teaching overview

Undergraduate level: FINA2204 and FINA2205
Postgraduate level: FINA5521

Research

International Finance and Money market
Financial time series modeling such as term structure of interest rate, volatility, jump, and duration
Ultra-high frequency data modeling and market microstructure in international stock and FX markets
Crises: identification, determinant and spillover
Credit risk area including CDS, credit ratings and sovereign ratings
Dynamic linkages among international financial markets, flights and contagions
Asset pricing and Insider Trading

Languages

Thai

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 5 - Gender Equality
  • SDG 7 - Affordable and Clean Energy
  • SDG 8 - Decent Work and Economic Growth
  • SDG 9 - Industry, Innovation, and Infrastructure
  • SDG 10 - Reduced Inequalities
  • SDG 12 - Responsible Consumption and Production
  • SDG 13 - Climate Action
  • SDG 16 - Peace, Justice and Strong Institutions

Research expertise keywords

  • Applied Financial Economics
  • Empirical Finance
  • Financial Crisis
  • Asset Pricing
  • Empirical finance
  • Asset pricing
  • Corporate finance and governance (e.g insider trading, business group and political group)
  • Term structure of interest rate
  • FX
  • Bond and credit ratings financial distress
  • Volatlity and liqudity

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