Staff profile - Abdul Hayat Muhammad

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Dr Abdul Hayat Muhammad

Position: Senior Lecturer
Faculty or Division: Faculty of Business & Law
Department: Department of Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446358 +61 3 92446358
Email: abdul.hayatmuhammad@deakin.edu.au

Biography

Qualifications

  • GCHE Exempt, Deakin University, 2009
  • Doctor of Philosophy, Monash University, 2007
  • Master of Social Sciences, National University of Singapore, 2001


Academic

Teaching Interests

Quantitave Finance, Financial Modelling, and Financial Econometrics.


Subjects and units currently teaching

Money and Capital Markets (MAF202)

Quantitative Finance (MAF759)

Financial Modelling(MAF384)

Business and Financial Econometrics(MAE/MAF723)


Student supervision

I am supervising (along with Dr Sagarika Mishra) Jassim Aladwani for his Master’s thesis.


Awards

Awards and prizes

  • Se lection in the Asian Development Bank Internship: I was the only candidate selected in the Asian Development Bank's intership programme from Australia in 2004. Others were from US and Japan's top universities such University of Chicago, and Nagoya University Japan.
  • I have been selected for the President's Programme for the care of Highly Qualified Overseas Pakistanis for 2013.
  • Recently I have been successful in gaining International Research Fellowship 2014 from Deakin University.


Research

Research interests

In broad, my research interests are in finance and econometrics/statistics issues.

In particular, on finance side, I have worked on monetary policy, exchange rate, and volatility modelling.

On econometrics/statistics side, I have worked on copula modelling, estimators of Weibull distribution, estimators of coefficient of variations, and X-12 ARIMA seasonal adjustment methods.


Research grants

I have not applied for ARC or any external grant so far. My inhouse grants are as follows:

  • 2008 Modelling stock price of G-7 countries by exponential smoothing technique, FRGS for $5000. Staff: Aziz Hayat and Paresh Narayan
  • 2009 Modelling and forecasting comparison of dynamic non-linear models: An application to financial variables, FRGS for $16980. Staff: Aziz Hayat and Paresh Narayan
  • 2010 Access to Medicines and Power in International Treaty Negotiations, FRGS $8,400. Staff: Aziz Hayat and Daya Shanker (Late)
  • 2011 Analysis of Contagion Effects via Non-linear Route in the Selected Asian Financial Markets, SRGS of $3,000. Staff: Aziz Hayat and Mohammad Azam
  • 2013 Family economics and aggregate saving rate determinancy: Cross-country analysis, FRGS $9,768. Staff: Emin Gahramanov, Aziz Hayat and Xueli Tang


Publications

Publications

  Muhammad, Akram and Hayat, Aziz (2013), Comparison of 3-Paramter Weibull estimators, Journal of Statistical Theory and Practice

ERA 2010 Ranking: B

• Hayat, Aziz and Bhatti, Ishaq (2013), Masking of volatility by seasonal adjustment methods, Economic Modelling

ERA 2010: A

Bhatti, Ishaq Nguyen, Cuong, and Hayat Aziz (2013), Volatility linkages in the spot and futures market in Australia: A Copula approach, Quality and Quantity: International journal of methodology

ERA 2010: B

• Hayat, Aziz, Ganiev, Bahodir and Tang, Xueli (2013), Expectations of future income and real exchange rate movements, Journal of Banking and Finance

ERA 2010: A*

• Hayat, Aziz and Narayan, Paresh (2011), Do demand and supply shocks explain USA’s oil stock fluctuations?, Applied energy, vol. 88, no. 8, pp. 2908-15, Elsevier Ltd., Amsterdam, The Netherlands

ERA 2010: A
 
• Hayat, Aziz and Narayan, Paresh (2010), The oil stock fluctuations in the United States, Applied energy, vol. 87, no. 1, pp. 178-184, Elsevier Ltd., Amsterdam, The Netherlands

ERA 2010: A

Hayat, Aziz and Mishra, Sagarika (2010), Federal reserve monetary policy and the non-linearity of the Taylor rule, Economic modelling, vol. 27, no. 5, pp. 1292-1301, Elsevier BV, North-Holland, Amsterdam, Netherlands

ERA 2010: A


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