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

Quantitative 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

  • Selection in the Asian Development Bank Internship:
    I was the only candidate selected in the Asian Development Bank's internship programme from Australia in 2004. Other participates were from United States of America’s and Japan's top universities such University of Chicago, and Nagoya University Japan.
  • President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
  • International Research Fellowship 2014 from Deakin University.

Publications

Filter by

2016

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

A Hayat Muhammad, C Horioka, E Gahramanov, X Tang

(2016), pp. 1-44, International economic review, 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, 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, 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, C1

journal

Masking of volatility by seasonal adjustment methods

A Hayat, M Bhatti

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

journal
2010

The oil stock fluctuations in the United States

A Hayat, P Narayan

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

journal

Grants

No grants found

Supervisions

No completed student supervisions to report