The School of Economics and Finance is interested in attracting candidates to its PhD program in Finance who are interested in empirical finance. A particular strength in the school is applied financial econometrics. We have expertise in modeling and measuring the transmission of financial crises through contagion, forecasting models, modelling the behaviour of high frequency financial markets data and portfolio behaviour. Some existing examples of current work include: the impact of short selling constraints, models of duration behaviour in high frequency equity futures markets, measures of financial market integration, historical analysis of financial events and crises. The successful candidates will have the opportunity to interact with world class academics both through our strong visitor program attracting top academics to the School of Economics and Finance and via the opportunity to present at international conferences. We wish to attract high quality candidates to the program, and encourage suitably qualified potential applicants to contact us to discuss their particular research interests with members of staff.
|More Information:||School of Economics and Finance|
|Contact:||Professor Mardi Dungey
|Phone:||+61 3 6226 1839|
Authorised by the Dean of Graduate Research
15 September, 2014