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

Filter by

2017

Credit quality implied momentum profits for Islamic stocks

P Narayan, S Narayan, D Phan, K Thuraisamy, V Tran

(2017), Vol. 42, pp. 11-23, Pacific Basin Finance Journal, Amsterdam, The Netherlands, C1

journal

Sovereign risk and the impact of crisis: evidence from Latin America

J Batten, G Gannon, K Thuraisamy

(2017), Vol. 77, pp. 328-350, Journal of banking & finance, Amsterdam, The Netherlands, C1

journal

How do bond, equity and commodity cycles interact?

P Narayan, K Thuraisamy, N Wagner

(2017), Vol. 21, pp. 151-156, Finance research letters, Amsterdam, The Netherlands, C1

journal
2016

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

J Westerlund, K Thuraisamy

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

journal

Price discovery and asset pricing

P Narayan, D Phan, K Thuraisamy, J Westerlund

(2016), Vol. 40, pp. 224-235, Pacific-basin finance journal, Amsterdam, The Netherlands, C1

journal
2015

Can governance quality predict stock market returns? New global evidence

P Narayan, S Sharma, K Thuraisamy

(2015), Vol. 35, pp. 367-380, Pacific Basin Finance Journal, Amsterdam, The Netherlands, C1

journal

On the use of panel cointegration tests in energy economics

J Westerlund, K Thuraisamy, S Sharma

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

journal

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

K Thuraisamy

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

journal

Is exchange rate trading profitable?

P Narayan, S Mishra, S Narayan, K Thuraisamy

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

journal

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

S Sharma, P Narayan, K Thuraisamy

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

journal
2014

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

P Narayan, S Sharma, K 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?

P Narayan, S Narayan, K Thuraisamy

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

journal

Intra-market sovereign linkages of key Latin American markets

K Thuraisamy

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

journal
2013

Modelling the sovereign linkages of key Latin American economies

K Thuraisamy, G Gannon

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

journal

Common trends and common cycles in stock markets

P Narayan, K Thuraisamy

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

journal

Credit cycle dependent spread determinants in emerging sovereign debt markets

C Riedel, K Thuraisamy, N Wagner

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

journal

The relationship between Asian equity and commodity futures markets

K Thuraisamy, S Sharma, H Ali Ahmed

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

journal

Oil price uncertainty and sovereign risk: evidence from Asian economies

S Sharma, K Thuraisamy

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

journal
2008

Credit spread dynamics : evidence from Latin America

K Thuraisamy, G Gannon, J Batten

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

chapter

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

K Thuraisamy, G Gannon, J Batten

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

journal

Funded Projects at Deakin

Industry and Other Funding

Cross border expansion of Australian Banks

Prof Paresh Narayan, Dr Kannan Thuraisamy, Dr Sagarika Mishra, Dr Susan Sharma

  • 2014: $4,545

Financial Econometrics and Corporate Finance of Islamic Financial Markets

Prof Paresh Narayan, Dr Susan Sharma, Dr Kannan Thuraisamy

  • 2017: $38,534
  • 2016: $31,533

Supervisions

Associate Supervisor
2017

Deepa Bannigidadmath

Thesis entitled: Three Essays on Commodity Markets

Doctor of Philosophy, Department of Finance