Professor Paresh Narayan

Present position:
Chair in Finance

Phone: +61 3 9244 6180
Email: narayan@deakin.edu.au

Campus: Melbourne campus at Burwood

Academic Qualifications: PhD Economics/Econometrics Monash

Commenced at Deakin: 2007

Books/publications/monographs
Reported in the Deakin University Annual Research Reports since 1995

Affiliations -Professional/ Academic

Research interests

Publication Highlights

Narayan, P.K., Smyth, R., (2007) Mean Reversion Versus Random Walk in G7 Stock Prices Evidence from Multiple Trend Break Unit Root Tests, Journal of International Financial Markets, Institutions and Money, 17 (2), pp. 152-166.
Narayan, P.K., (2007) Are Nominal Exchange Rates and Price Levels Co-Integrated? New Evidence from Threshold Autoregressive and Momentum-Threshold Autoregressive Models, Economic Record, 83 (260), pp. 74-85.
Narayan, P.K., (2008) Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK, Physica A: Statistical Mechanics and its Applications, 387, 2879-2888.
Narayan, P.K., (2008) Do shocks to G7 stock prices have a permanent effect? Evidence from panel unit root tests with structural change, Mathematics and Computers in Simulation, 77, 369-373.
Narayan, P.K., (2008) The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks, Journal of International Financial Markets, Institutions and Money, 18, 137-146.

Current research projects

Financial Markets, Institutions and Money - Russell Smyth (Monash University), Stephan Popp (University of Essen-Duishburg), CheeJin, Kannan, Ameeta, Michael (Deakin University)
Oil Markets Price Clustering - CheeJin (Deakin University) and Stephan Popp (University of Essen-Duishburg)
Energy Markets and Financial Markets
Financial Econometrics - Joakim Westerlund (Lund University) and Mohd Aziz (Deakin University)
Applied Time Series Econometrics - Stephan Popp (University of Essen-Duishburg)

Teaching Interests/units taught at Deakin