Profile image of Abdul Hayat Muhammad

Dr Abdul Hayat Muhammad

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

GCHE Exempt, Deakin University, 2009
Doctor of Philosophy, Monash University, 2007
Master of Social Sciences, National Univ. of Singapore, 2001

Contact

Biography

Dr Abdul Aziz Hayat Muhammad is a Senior Lecturer in the Department of Economics in Deakin Business School. Aziz Hayat's research interests are in applied works in economics and finance. He has published in A* journals such as International Economic Review and the Journal of Banking and Finance among others. Apart from University level grants, Aziz Hayat has been the part of the team that has attracted funds from external bodies such as the Accounting and Finance Association of Australia and New Zealand (AFANZ) in 2018, and Grants-in-Aid for Scientific Research (KAKENHI) from 2016 to 2018 for 50,000,000 yen. He was granted from 2013 to 2014 the International Research Fellowship by Deakin University. In 2017, Aziz Hayat received an invitation to visit the Asian Growth Research Institute in Japan. He was also selected for the President’s Programme for Care of Highly Qualified Overseas Pakistanis (PPQP) in 2013, which is a highly reputable and competitive award to succeed.

Aziz Hayat has got teaching appreciation letters for achieving exceptionally high teaching evaluation scores. His teaching interests' areas are international finance, quantitative finance, financial modelling, and financial econometrics. He has been on various roles for his services including seminar coordinator and remained the part of service committees such as credit for prior learning and central general misconduct committee membership and supervision to PhD students.

Aziz Hayat completed his Master of Social Sciences from the National University of Singapore (NUS) in 2001 and PhD from Monash University in 2007. During his PhD studies, he succeeded in gaining a highly competitive internship position to work on a project in the Asian Development Bank (ADB) in 2004. The project was later published in an A* finance journal.”

Read more on Abdul's profile

Research interests

  • Monetary Policy
  • Exhange Rate
  • Copula Modelling

Teaching interests

  • Quantitative Finance
  • Financial Modelling
  • Financial Econometrics

Units taught

  • MAF202 - Money and Capital Markets
  • MAF759 - Quantitative Finance
  • MAF384 - Financial Modelling
  • MAE723/MAF723 - Business and Financial Econometrics

Professional activities

Awards

  • International Research Fellowship, Deakin University, 2014.
  • President's Programme for the care of Highly Qualified Overseas Pakistanis, 2013.
  • Selection in the Asian Development Bank Internship, 2004.

Publications

Filter by

2018

Why do children take care of their elderly parents? Are the Japanese any different?

C Horioka, E Gahramanov, A Hayat, X Tang

(2018), Vol. 59, pp. 113-136, International economic review, Chichester, Eng., C1

journal
2014

Volatility linkages in the spot and futures market in Australia: a copula approach

C Nguyen, M Bhatti, A Hayat

(2014), Vol. 48, pp. 2589-2603, Quality and quantity, Dordrecht, The Netherlands, C1

journal

Comparison of estimators of the Weibull distribution

M Akram, A Hayat

(2014), Vol. 8, pp. 238-259, Journal of statistical theory and practice, Abingdon, England, C1

journal
2013

Expectations of future income and real exchange rate movements

A Hayat, B Ganiev, X Tang

(2013), Vol. 37, pp. 1274-1285, Journal of banking and finance, Amsterdam, The Netherlands, C1

journal

Masking of volatility by seasonal adjustment methods

A Hayat, M Bhatti

(2013), Vol. 33, pp. 676-688, Economic Modelling, Amsterdam, Netherlands, C1

journal
2011

Do demand and supply shocks explain USA's oil stock fluctuations?

A Hayat, P Narayan

(2011), Vol. 88, pp. 2908-2915, Applied energy, Oxford, England, C1

journal
2010

The oil stock fluctuations in the United States

A Hayat, P Narayan

(2010), Vol. 87, pp. 178-184, Applied energy, Amsterdam, The Netherlands, C1

journal

Federal reserve monetary policy and the non-linearity of the Taylor rule

A Hayat, S Mishra

(2010), Vol. 27, pp. 1292-1301, Economic modelling, Amsterdam,Netherlands, C1

journal

Funded Projects at Deakin

Industry and Other Funding

Effect of non-linear correlation on diversification benefits for banks and insurance companies in Australia

Dr Sagarika Mishra, Dr Abdul Hayat Muhammad

  • 2018: $4,000

Supervisions

No completed student supervisions to report