Dr Kannan Thuraisamy
|Faculty or Division:||Faculty of Business and Law|
|Department:||Deakin Bus School Operations|
|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)
Narayan, P.K., Sharma, S.S., Thuraisamy, K.S. Can governance quality predict stock market returns? New evidence. Pacific-Basin Finance Journal (forthcoming).
Westerlund, J., Thuraisamy, K.S., Sharma, S. On the use of panel cointegration tests in energy economics. Energy Economics (forthcoming).
Narayan, P.K., Narayan, S., Thuraisamy, K.S., (2014). Can institutions and macroeconomic factors predict stock returns in emerging markets? Emerging Markets Review. 19, 77-95.
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.