PhD (Finance) - 2012, Monash University, Australia
MSc (Dev. Economics) - 2006 , Ritsumeikan Asia Pacific University, Japan
MBA (Finance) - 1999, University of Chittagong, BangladeshRead more on Sohel's profile
Jan/2016 ~ Senior Lecturer in Finance at Deakin University, Melbourne.
Jul/2011 – Dec/2015, Lecturer in Finance at Deakin University, Melbourne.
Dec/2015 – Feb/2016, Visiting Scholar, American Univeristy of Sharjah, UAE
Jul/2008 – Jun/2011 Sessional staff in Accounting and Finance at Monash University, Caulfield Campus.
Aug/2008 – Visiting Lecturer, Ritsumeikan APU, Japan.
Apr/2004 – Mar/2005 Visiting Research Fellow, Kobe Gakuin University, Japan.
Sep/1999 – Apr/2004, Lecturer/Assistant Professor in Finance, University of Chittagong.
Volatility and risk modelling in financial markets
Macroeconomic risk and financial markets
MAF203: Business Finance (Undergraduate)
MAF306: International Finance and Investment (Undergraduate)
MAF760: International Finance (Postgraduate)
- "Islamic Banking and Asset Price Bubbles", presented at the "IBF 2014 Islamic Finance", June 2014, Lancaster University, UK.
- IIBR-LIBOR Relationship and the Nature and Determinants of “Islamic Premium” presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2013.
- Market Inefficiency and Trade-induced Manipulations: Evidence from Emerging Markets, Presented at "Higher Moments, Risk Management and Financial Markets Symposium", Vietnam, January 2013.
- Pricing Business Cycle, Skewness and Correlation Risk in US Swap Market. Presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2012.
- Measuring Swap Market Links via Volatility Transmissions and Contagion: What Are We Really Picking Up? (with Fang and Wickramanayake), Presented at the Accounting and Corporate Governance Seminar Series, Macquarie University, Sydney, March 17th 2011.
- Financial Integration and Swap Market Links Under Two-component Volatility Model: Evidence from the Major Swap Market (co-authored with Fang and Wickramanayake), Presented at the Midwest Finance Association Conference in Chicago, March 2-5, 2011.
OBS (OITA), Japan: Micro Finance, National Heritage Sites and Festivals of Bangladesh
1. Monash Graduate Research Scholarship/Monash University, 2008-2011
2. Faculty of Business and Economics Scholarship/Monash University, 2008-2011
3. Makita Scholarship/Japan, 2006 – 2008
4. United Nations University Academic Excellence Award, 2006
5. Japanese Government Scholarship (JASSO), 2005-2006
6. Research Grants from Ritsumeikan Asia Pacific University, 2005 and 2007
7. Visiting Research Fellowship, Kobe Gakuin University, Japan 2004-05
1. Facutly Research Grants-2013 (Amount: $8,000): Exposing the Interest Rate Swap Spreads: Australian Evidence (Joint investigator) with Vincent (Joint Investigator) and Fang (Mentor).
2. Association of Chartered Certified Accountants (Amount: $18,108): Accounting Standards and Misrepresentation of Islamic Financial Instruments Risk with Ahsan and Azmat (joint investigators).
Dr Sohel Azad, Prof Jonathan A Batten, A/Prof Victor Fang
(2015), Vol. 40, pp. 1-13, International Review of Financial Analysis, , C1
Dr Sohel Azad, Prof Jonathan A Batten, A/Prof Victor Fang, J Wickramanayake
(2015), Vol. 47, pp. 355-371, Economic Modelling, , C1
Dr Sohel Azad, Saad Azmat, A/Prof Victor Fang, Piyadasa Edirisuriya
(2014), Vol. 30, pp. 51-71, Research in international business and finance, Philadelphia, USA, C1
Chi-Hsiou Hung, Dr Sohel Azad, A/Prof Victor Fang
(2014), Vol. 31, pp. 14-29, Journal of international financial markets, institutions & money, Amsterdam, The Netherlands, C1
Dr Sohel Azad, Suzuki Yasushi, A/Prof Victor Fang, Dr Amirul Ahsan
(2014), Vol. 32, pp. 159-171, Research in international business and finance, Amsterdam, The Netherlands, C1
Dr Sohel Azad, Vannarith Chheang, Dr Amirul Ahsan
(2014), Vol. 19, pp. 311-321, Tourism analysis, Putnam Valley, NY, C1
Dr Sohel Azad, Dr Amirul Ahsan, A/Prof Victor Fang
(2013), pp. 143-159, Emerging markets and the global economy: a handbook, Oxford, England, B1
A/Prof Victor Fang, Dr Sohel Azad, Prof Jonathan A Batten, Prof Chien-Ting Lin
(2012), pp. 379-398, Contemporary studies in economic and financial analysis, Bingley, England, B1
Dr Sohel Azad, A/Prof Victor Fang, Chi-Hsiou Hung
(2012), Vol. 22, pp. 38-47, International review of financial analysis, Amsterdam, Netherlands, C1
Dr Sohel Azad, A/Prof Victor Fang, J Wickramanayake
(2011), Vol. 11, pp. 353-390, International review of finance, Richmond, Vic., C1-1
Dr Sohel Azad, Saad Azmat
(2010), pp. 293-297, Financial contagion : the viral threat to the wealth of nations, Hoboken, N. J., B1-1
Dr Sohel Azad
(2009), Vol. 23, pp. 322-338, Research in international business and finance, New York, N. Y., C1-1
Dr Sohel Azad
(2009), Vol. 23, pp. 93-118, Asian economic journal, Richmond, Vic., C1-1
Mohammad Saleh Jahur, Dr Sohel Azad
(2004), Vol. 51, pp. 73-89, Journal of the institute of bankers Bangladesh, Dhaka, Bangladesh, C1-1
Dr Sohel Azad, Mohammad Shamsuddoha, Tanvir Mohammad Hayder Arif
(2004), pp. 1-9, Enhancing Performance : Agenda for Growth : proceedings of the Prestige Institute of Management and Research (PIMR) national conference, Indore, India, January 29-30, 2004, Indore, India, E1-1