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

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

Contact

Research interests

In broad, my research interests are in finance and econometrics/statistics issues.

In particular, on finance side, I have worked on monetary policy, exchange rate, and volatility modelling.

On econometrics/statistics side, I have worked on copula modelling, estimators of Weibull distribution, estimators of coefficient of variations, and X-12 ARIMA seasonal adjustment methods.

Teaching interests

Quantitave Finance, Financial Modelling, and Financial Econometrics.

Units taught

Money and Capital Markets (MAF202)

Quantitative Finance (MAF759)

Financial Modelling(MAF384)

Business and Financial Econometrics(MAE/MAF723)

Awards

  • Se lection in the Asian Development Bank Internship: I was the only candidate selected in the Asian Development Bank's intership programme from Australia in 2004. Others were from US and Japan's top universities such University of Chicago, and Nagoya University Japan.
  • I have been selected for the President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
  • Recently I have been successful in gaining International Research Fellowship 2014 from Deakin University.

Publications

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2014

Comparison of estimators of the Weibull distribution

Muhammad Akram, Dr Abdul Hayat Muhammad

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

journal

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

Cuong Nguyen, M Ishaq Bhatti, Dr Abdul Hayat Muhammad

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

journal
2013

Expectations of future income and real exchange rate movements

Dr Abdul Hayat Muhammad, Bahodir Ganiev, Dr Xueli Tang

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

journal

Masking of volatility by seasonal adjustment methods

Dr Abdul Hayat Muhammad, M Ishaq 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?

Dr Abdul Hayat Muhammad, Prof Paresh Narayan

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

journal
2010

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

Dr Abdul Hayat Muhammad, Dr Sagarika Mishra

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

journal

The oil stock fluctuations in the United States

Dr Abdul Hayat Muhammad, Prof Paresh Narayan

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

journal