Dr Kannan Thuraisamy

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Contact

Biography

BBA(Hons), M.Com (Finance), PhD (Finance)

Read more on Kannan's profile

Research interests

Kannan's research interests extend across fixed income, international finance, corporate finance and financial econometrics

Teaching interests

Fixed income

Asset pricing,

Portfolio theory & risk managment 

International finance

Corporate finance

Research groups

Centre for Fiancial Econometrics (CFE)

Publications

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2016

Panel multi-predictor test procedures with an application to emerging market sovereign risk

Prof Joakim Westerlund, Dr Kannan Thuraisamy

(2016), Vol. 28, pp. 44-60, Emerging markets review, Amsterdam, The Netherlands, C1

journal
2015

On the use of panel cointegration tests in energy economics

Prof Joakim Westerlund, Dr Kannan Thuraisamy, Dr Susan Sharma

(2015), Vol. 50, pp. 359-363, Energy economics, Amsterdam, The Netherlands, C1

journal

Time-varying herding behavior, global financial crisis, and the Chinese stock market

Dr Susan Sharma, Prof Paresh Narayan, Dr Kannan Thuraisamy

(2015), Vol. 18, pp. 1-31, Review of pacific basin financial markets and policies, London, Eng., C1

journal

Volatility dynamics in the term structure of Latin American sovereign international bonds

Dr Kannan Thuraisamy

(2015), Vol. 51, pp. 859-866, Emerging markets finance and trade, Abingdon, Eng., C1

journal

Is exchange rate trading profitable?

Prof Paresh Narayan, Dr Sagarika Mishra, Seema Narayan, Dr Kannan Thuraisamy

(2015), Vol. 38, pp. 217-229, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal
2014

An analysis of price discovery from panel data models of CDS and equity returns

Prof Paresh Narayan, Dr Susan Sharma, Dr Kannan Thuraisamy

(2014), Vol. 41, pp. 167-177, Journal of Banking and Finance, Amsterdam, Netherlands, C1

journal

Can institutions and macroeconomic factors predict stock returns in emerging markets?

Prof Paresh Narayan, Seema Narayan, Dr Kannan Thuraisamy

(2014), Vol. 19, pp. 77-95, Emerging markets review, Amsterdam, The Netherlands, C1

journal

Intra-market sovereign linkages of key Latin American markets

Dr Kannan Thuraisamy

(2014), Vol. 38, pp. 140-160, Economic systems, Amsterdam, The Netherlands, C1

journal
2013

Modelling the sovereign linkages of key Latin American economies

Dr Kannan Thuraisamy, Prof Gerard Gannon

(2013), Vol. 23, pp. 222-239, Journal of international financial markets institutions and money, Amsterdam, The Netherlands, C1

journal

Credit cycle dependent spread determinants in emerging sovereign debt markets

Christoph Riedel, Dr Kannan Thuraisamy, Niklas Wagner

(2013), Vol. 17, pp. 209-223, Emerging markets review, Amsterdam, The Netherlands, C1

journal

The relationship between Asian equity and commodity futures markets

Dr Kannan Thuraisamy, Dr Susan Sharma, Dr Huson Ali Ahmed

(2013), Vol. 28, pp. 67-75, Journal of Asian economics, Amsterdam, The Netherlands, C1

journal

Common trends and common cycles in stock markets

Prof Paresh Narayan, Dr Kannan Thuraisamy

(2013), Vol. 35, pp. 472-476, Economic modelling, Amsterdam, The Netherlands, C1

journal

Oil price uncertainty and sovereign risk: evidence from Asian economies

Dr Susan Sharma, Dr Kannan Thuraisamy

(2013), Vol. 28, pp. 51-57, Journal of Asian economics, Amsterdam, The Netherlands, C1

journal
2008

The credit spread dynamics of Latin American euro issues in international bond markets

Dr Kannan Thuraisamy, Prof Gerard Gannon, Prof Jonathan A Batten

(2008), Vol. 18, pp. 328-345, Journal of multinational financial management, Amsterdam, The Netherlands, C1

journal

Credit spread dynamics : evidence from Latin America

Dr Kannan Thuraisamy, Prof Gerard Gannon, Prof Jonathan A Batten

(2008), pp. 97-114, Credit risk : models, derivatives, and management, Boca Raton, Fla., B1

chapter