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

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

  • 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.
  • Asian Developement Bank 2005 Internship Program
  • Internship to aid Asian development 
  • President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
  • International Research Fellowship 2014 from Deakin University.

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