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A.S.M. Sohel Azad

Lecturer

Campus: Melbourne Burwood Campus
Phone: +61 3 924 46873
Email: s.azad@deakin.edu.au

A.S.M. Sohel Azad, Victor Fang and Chi-Hsiou Hung, (forthcoming), Linking the Interest Rate Swap Markets to the Macroeconomic Risk: The UK and US Evidence, International Review of Financial Analysis.
Victor Fang, A.S.M. Sohel Azad, Jonathan A. Batten and Chien-Ting (Ed) Lin, (forthcoming), Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence, in “Contemporary Studies in Economics and Financial Analysis: Derivative Securities Pricing and Modelling” (Emerald).
Azad, A.S.M. S., Fang, V. and Wickramanayake, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap in Relation to Macroeconomic Risk, International Review of Finance, 11(3), 353-390.
Azad, A.S.M. S., (2009), Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea, Asian Economic Journal, 23(1), 93-118.
Azad, A.S.M. S., (2009), Random Walk and Efficiency Tests in the Asia-Pacific Foreign Exchange Markets: Evidence from the Post Asian Currency Crisis Data, Research in International Business and Finance, 2009, 23(3), 322-338.
Azad, A.S.M. S., (2005-06), An Empirical Analysis of the Factors Affecting Bank Crises in Japan: Learning Points for Bangladesh, Bank Parikrama - A Journal of Banking and Finance, 30&31, 57-79.

21st March 2012