Phd, birkbeck college, university of london msc, birkbeck college, university of london ec3604 international money and finance spring term ec5533 risk management spring term applied macroeconomics, empirical finance, time series econometrics centre for empirical finance, cef. Brunel university centre for the analysis of risk and optimisation modelling applications, carisma. The australian national university, canberra review of economics and institutions, rei fiscal multipliers in good times and bad times, with k. Oil price uncertainty and sectoral stock returns in china: a time varying approach, with g. Volatility spillovers and contagion from mature to emerging stock markets, with j.

Liquidity risk, credit risk and the overnight interest rate spread: a stochastic volatility model, with j. Stock market, economic growth, and eu accession: evidence from three ceecs, with g.m. The short term growth effects of fiscal policy revisited: a markov switching approach, with k. Exploring the dynamics between terrorism and anti terror spending: theory and uk evidence, with k. Stock market, interest rate and exchange rate risk effects on financial stock returns: a garch m modelling approach, with j. The price of terror: terrorism and the effect on stock market returns and volatility, with k. Joint determination of the state dimension and autoregressive order for models with markov switching, 2006, with z.

On the determination of the number of regimes in markov switching autoregressive models, with z. Asset prices and output growth volatility: the effects of financial crises, with g.m. Power properties of non linearity tests for time series with markov regime, with z. Testing for causality in variance: an application to the east asian markets, with g.m. Spagnolo, 2014, in hidden markov models in finance: volume ii further developments and applications , forthcoming, springer's international series in operations research and management science. Financial spillovers and contagion from mature to emerging stock markets, with j. Schulze ghattas, 2011, in financial contagion: the viral threat to the wealth of nations , 163–169, john wiley sons.

Testing for global and regional spillovers in emerging stock markets: a garch in mean approach, with j. Feedbacks between stock prices and exchange rates in the east asian markets, with caporale, g.m. 2003, in advances in international economics and finance , kluwer academic publishers working papers/under review/revise and resubmit macro news and stock returns in the euro area: a var garch in mean analysis, with g.m. Some potentially misleading effects of the use of time varying transition probabilities in markov switching models as leading indicators, with z. Brutality or frequency? an empirical investigation of the effects of terrorism on economic growth in india, with k. Financial crises, contagion, non linear time series graduate diploma in finance/graduate diploma in financial engineering programmes, birkbeck college, university of london, 2009 datastream: datastream provides extensive historical economics data from around the world. In eikon, choose your country from the dropdown list first then select the economics tab to find economic data.

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booking terminals: there are currently two datastream, two eikon and ten bloomberg terminals at brunel university library, which are located in the financial resources suite on the first floor of the library. They are available to book during the following hours in term time: nb: please ensure you book a terminal to guarantee your session. The following speakers will give keynote presentations at the conference: raman uppal, edhec business school raman uppal is professor of finance at edhec business school.

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Prior to working at edhec business school, he was at london business school and the university of british columbia. He has served as co director of the financial economics programme of the centre for economic policy research cepr , director of the american finance association, and councillor of the society for financial studies. Batten, monash university jonathan batten is professor of finance at monash university.

He is the editor of emerging markets review, a co editor of finance research letters and associate editor of the journal of banking amp finance, among others. Conference submission procedure members of the conference organisation committee are guy liu, frank skinner and niklas wagner. Preferably before april 30, 2015, submit your full papers including a title paper with all authors’ affiliations and an abstract as a single pdf via email to: cbass research [email protected]. Selected quality papers presented at the conference will be published in a special issue of studies in economics and finance. The journal is published by emerald group publishing ltd and was recently re launched as a journal of finance and the intersection between finance, financial markets and economics. Quality papers presented on this topic will be considered for publication in the journal of chinese economic and business studies jcebs. sef special issue guest editors are: guy liu, department of economics and finance, brunel university.

Email [email protected] frank skinner, department of economics and finance, brunel university. Email [email protected] conference submission procedure submit your full papers via email to cbass research [email protected] before 30 april 2015 for conference presentation. Information on how to have a paper considered for inclusion in the eui economics wp series is on this departmental page. All economists professors, researchers and fellows are requested to submit details of works published during their time at the eui to the cadmus institutional repository.

economics working paper series are listed in alphabetical order by issuing institution.

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Mergers and acquisitions behavioural finance initial public offerings bankruptcy a markov switching model for uk acquisition levels. working paper 2004 01, produced for the school of banking and finance, unsw, january 2004 modeling the impact of trend chasing behaviour on share prices. currently under review at mathematical finance. a feedback model for trend chasing behaviour. working paper 2003 21, produced for the school of banking and finance, unsw, december 2003 behavioural finance and the decision to invest in high tech stocks. September 2002 the rise and fall of the dot.com: the impact of growth rates and funding options on the mortality of internet start ups. proceedings of the international conference in electronic commerce. November 2001 failures in b2c companies two examples and lessons for new players. working paper 113 produced for the school of finance and economics, uts. November 2001 a comparison of bidders and targets in uk acquisitions: an application of the trinomial logit model. discussion paper 99 15 produced for the department of economics and finance, brunel university, uxbridge, uk. the influence of economic decisions on the nature of firms that become involved in acquisition activity. discussion paper 99 02 produced for the department of economics and finance, brunel university, uxbridge, uk the rationale for takeover: an analysis of bidders, targets, non bidders and non targets. discussion paper 98 15 produced for the department of economics and finance, brunel university, uxbridge, uk.