Staff profile - Kannan Thuraisamy
Dr Kannan Thuraisamy
|Faculty or Division:||Faculty of Business & Law|
|Department:||School of Accounting Economics & Finance|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 92446913 +61 3 92446913|
BBA(Hons), M.Com (Finance), PhD (Finance)
Portfolio theory & risk managment
Kannan's research interests extend across fixed income, international finance, corporate finance and financial econometrics
Centre for Fiancial Econometrics (CFE)
Thuraisamy, K.S., (2014). Intra-market Sovereign Linkages of Key Latin American Markets. Economic Systems. 38, 140-160.
Narayan, P.K., Sharma, S.S., Thuraisamy, K.S., 2014. An analysis of price discovery from panel data models of CDS and equity returns. Journal of Banking & Finance. 41, 167-177.
Narayan, P.K., Thuraisamy, K.S., (2013). Common trends and common cycles in stock markets. Economic Modelling. 35, 472-476.
Riedel, C., Thuraisamy, K.S., Wagner, N., (2013). Credit cycle dependent spread determinants in emerging sovereign debt markets. Emerging Markets Review. 17, 209-223.
Sharma, S.S., Thuraisamy, K.S., (2013). Oil price uncertainty and sovereign risk: Evidence from Asian economies. Journal of Asian Economics. 28, 51-57.
Thuraisamy, K., Gannon, G., (2013). Modelling the sovereign linkages of key Latin American economies. Journal of International Financial Markets, Institutions and Money. 23, 222-239.
Thuraisamy, K.S., Sharma, S.S., Ali Ahmed, H.J., (2013). The relationship between Asian equity and commodity futures markets. Journal of Asian Economics. 28, 67-75.
Thuraisamy, K.S., Gannon, G. and Batten, J.* (2008) The credit spread dynamics of Latin American euro issues in international bond markets, Journal of Multinational Financial Management, Volume 18, pp. 328-345.
Thuraisamy, K.S., Gannon, G. and Batten, J. (2008) Credit Spread Dynamics: Evidence from Latin America, Credit Risk Models, Derivatives and Management, pp. 97-114, CRC Press, London.