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I am Senior Lecturer in the Finance, Economics, Accounting & Analytics Division.
I obtained my Master's degree in Financial Mathematics from the University of Warwick, and I also hold a PhD degree in Finance from the University of St Andrews. Prior to joining LSBU in 2016, I held positions at the University of Limerick as a postdoc researcher and Lecturer in Finance at the National University of Ireland, Maynooth.
I was visiting professor at Sibiren Federal University and I am also an Adjunct Professor at Beijing Institute of Petrochemical Technology.
My research focuses on the over-arching theme of Empirical Finance, especially time-series modelling and copula modelling. I published several papers on ABS-rated journals including the Journal of Risk; Quarterly Review of Economics and Finance; Research in International Business and Finance, and Studies in Nonlinear Dynamics & Econometrics.
International Finance - MSc
Accounting and Finance - BA (Hons)
Economics - BSc (Hons)
Business Management (Finance pathway) - BA (Hons)
Postgraduate Research Supervision
|Miss Mandeep Saini||Doctoral Research Project||PhD|
|Mrs Tano Yah Awa Abdoulaye||Analysing and Testing Investor Assurance and Confidence in Sukuk (Islamic Financial Certificate): Pre and Post the Global Financial Crisis||DProf|
|Mr Quang Dong Dang||Doctoral Research Project||PhD|
|Miss Liping Wu||The empirical research of global economic policy uncertainty, stock and cryptocurrency markets using copula model||PhD|
|Miss Shahbano Aurang Zaib Khan||Estimating Dependences and Risk between Gold Prices and S&P500: New Evidences from ARCH,GARCH, Copula and ES-VaR models||PhD|
Awarded in the last 5 years
|Miss Christina Athena Anderl||An Empirical Investigation of UIP and PPP in Inflation Targeting Countries||PhD|
University of St Andrews
Accounting and Finance
Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK
Hamid, R and Wu, W (2018). Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK. Quarterly Review of Economics and Finance. 69, pp. 286-296. https://doi.org/10.1016/j.qref.2018.03.009
Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets
Wu, W, Lau, M and Vigne, S (2017). Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets. Research in International Business and Finance. 42, pp. 1137-1149. https://doi.org/10.1016/j.ribaf.2017.07.050