This page offers an overview of our staff and their areas of interest with links to their profile and publications.
| Researcher |
Research Area |
|
| Dr Christopher Bajada |
Economic Measurement, Applied Macroeconomics, Business Cycles. |
Publications >>
|
| Dr Helen Bendall |
Investment decision making in international markets, international finance, shipping and real options analysis. |
Publications >>
|
| Professor Ronald Bird |
The regulation of information markets, the efficiencies of capital and gambling markets, and the implementation of synthetic option strategies. His current interests are directed towards obtaining a better understanding of the difference in the behaviour of securities markets across all of the developed markets. |
Publications >>
|
| Dr Abigail Brown |
|
Publications >>
|
| Ms Wing Bui |
Interest rate determination, exchange rate dynamics, capital market efficiency, time series behaviour of asset returns, option pricing and devivatives and corporate financial strategy. |
Publications >>
|
| Mr Lorenzo Casavecchia |
|
Publications >>
|
| Mr Keith Chan |
Dividend reinvestment plans and capital structure decisions. |
Publications >>
|
| Professor Carl Chiarella |
Derivative securities pricing, term structure of interest rates, quantitative finance techniques, disequilibrium macroeconomics, asset pricing theory and empirics. |
Publications >>
|
| Professor John Collins |
Australian immigration and the labour market, ethnic business and comparative immigration studies. |
Publications >>
|
| Ms Deborah Cotton |
|
Publications >>
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| Ms Rosalie Degabriele |
|
Publications >>
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| Dr Peter Docherty |
|
Publications >>
|
| Ms Nadima El-Hassan |
|
Publications >>
|
| Dr Mikael Elhouar |
Mathematical Finance, Interest Rate Modelling, Pricing and Hedging of Contingent Claims, Optimal Investment. |
|
| Dr Mario Fiorini |
Labor Economics, Empirical Microeconomics, Applied Econometrics |
Publications >>
|
| Dr Austin Gerig |
Theory of market impact, Determination of optimal execution strategies, Market making, Origin of clustered volatility, Origin of extreme price movements. |
|
| Dr Kristoffer Glover |
The analysis of nonlinear PDEs occurring in financial models, such as those arising from the study of Illiquid Markets and Feedback Effects. |
|
| Dr David Goldbaum |
Computational Economics and Finance, Nonlinear Dynamics, Bounded Rationality and Learning, Agent-based Computational Economics, Applied Micro Theory |
Publications >>
|
| Dr Susanne Griebsch |
Stochastic volatility modeling, Exotic options, Numerical methods in finance. |
|
| Professor Anthony Hall |
Applied financial econometrics, interest rate modelling, time series methods in econometrics and statistical inference in econometrics. |
Publications >>
|
| Dr Gerhard Hambusch |
Real Options, Investment, Banking, Regulation |
|
| Dr Xuezhong He |
Financial market modelling, heterogeneous expectations and learning, nonlinear economic dynamics and bounded rationality, behavior finance and asset pricing. |
Publications >>
|
| Professor Warren Hogan |
|
Publications >>
|
| Ms Chih-Ying Hsiao |
|
Publications >>
|
| Mr Hardy Hulley |
|
Publications >>
|
| Associate Professor Benjamin Hunt |
Risk management; options and futures pricing volatility. |
Publications >>
|
| Ms Tiffany Hutcheson |
|
Publications >>
|
| Dr Boda Kang |
|
Publications >>
|
| Professor Michael Keane |
|
Publications >>
|
| Dr Otto Konstandatos |
Pricing of derivatives securities, term-structure modelling, the application of symmetry group methods in mathematical finance, and the pricing of derivatives under alternative asset-price dynamics. |
Publications >>
|
| Dr Gordon Menzies |
Macroeconomics, International Economics, Econometrics, Economic Modelling, Monetary Economics, Development Economics. |
Publications >>
|
| Associate Professor David Michayluk |
Market microstructure, corporate finance, stock market liquidity measurement, bid-ask spread decomposition, trading rules, microstructure aspects of accounting and real estate. |
Publications >>
|
| Mr Hugh Morris |
Analysis of the effectiveness of General and Professional Liability risk exposure management processes. |
Publications >>
|
| Dr Pascal Nguyen |
Corporate governance, mergers and acquisitions (M&As), corporate risk taking, portfolio strategies, asset pricing models, financial risk management and theory of contracts. |
Publications >>
|
| Dr Christina Nikitopoulos Sklibosios |
Term structure and credit risk modelling |
Publications >>
|
| Dr David O'Toole |
|
Publications >>
|
| Dr Leonard Perry |
Asian-Australian economic and financial relations, inflation management and Asian labour market practices. |
Publications >>
|
| Professor Eckhard Platen |
Numerical Methods in Finance; Financial Market Modelling; Asset Pricing Theory; Estimation of Discretely Observed Financial Markets; and Stochastic Differential Equations. |
Publications >>
|
| Dr Nahid Rahman |
|
Publications >>
|
| Associate Professor Erik Schlogl |
|
Publications >>
|
| Dr Massimo Scotti |
|
Publications >>
|
| Dr Annastiina Silvennoinen |
Financial time series, volatility modelling, testing and statistical inference |
Publications >>
|
| Mr Andrew Simos |
risk management in forwards, futures, swaps, options; hedging in foreign exchange markets; international investment and financing decisions; financial statement analysis, ratios, bond rating, financial distress analysis. |
|
| Dr Olena Stavrunova |
Labor Economics, Applied Econometrics, Bayesian Econometrics |
|
| Dr Christopher Terry |
Banking and financial markets. |
Publications >>
|
| Dr Susan Thorp |
Life-cycle portfolio choice, pension finance, decentralised portfolio management, international investment. |
Publications >>
|
| Mr Rowan Trayler |
All aspects of banking, especially bank management. |
Publications >>
|
| Mr Harry Tse |
|
Publications >>
|
| Mr Tobias Van de Venter |
Risk tolerance and behavioural finance |
Publications >>
|
| Mr Scott Walker |
|
Publications >>
|
| Professor Terry Walter |
Empirical tests of finance theory as it relates to the behaviour of capital markets; market microstructure, takeovers and mergers and initial public offers, anomalies in empirical capital market evidence, behavioural finance, performance of mutual funds. |
|
| Associate Professor Patrick Wilson |
Property market and urban economics. |
Publications >>
|
| Dr Geck Bee Yeo |
|
Publications >>
|
| Dr Oleg Yerokhin |
|
Publications >>
|
| Dr Ruoyun Zhao |
Risk Management, Asset Pricing, Liquidity Risk, Financial markets, Corporate Event Study and Valuation |
Publications >>
|
| Ms Min Zheng |
|
Publications >>
|
