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Sirimon Treepongkaruna
PhD UQ
Sirimon Treepongkaruna joined the Department of Accounting and Finance as a Senior Lecturer in Finance. Prior to joining Monash, Sirimon was Senior Lecturer at the ANU for almost seven year and Lecturer in Finance at Lincoln University, New Zealand for a year. Sirimon graduated from Chulalongkorn University with a BS in Statistics and an MBA from The George Washington University, USA. She received her PhD in Finance from the University of Queensland. Prior to her PhD, Sirimon served as a FX dealer at Bangkok Bank. Sirimon is the past winner of the best paper awards for 2006 AsiaFA/FMA, 2008 ABFC and 2004 and 2005 AFAANZ research grants.
| Research Interests: |
Short-term interest rate modeling, FX modeling, high-frequency (tick-by-tick) data modeling, credit risk modeling, regime switching model, dynamic of volume, return and volatility during crisis period. Volatility and Skewness linkages.
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| Teaching: |
AFF5260 Money market dealing |
| Address: |
Department of Accounting and Finance
900 Dandenong Road
Caulfield East, Vic. 3145
Australia |
| Located at: |
Room 3.44, Building H, Caulfield Campus |
| Tel: |
+61 3 9903 2861 |
| Fax: |
+61 3 9903 2422 |
| Email: |
Sirimon.Treepongkaruna@buseco.monash.edu.au |
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