Staff profile - Peipei Wang

Staff image

Miss Peipei Wang

Position: Lecturer
Faculty or Division: Faculty of Business & Law
Department: School of Accounting Economics & Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446906 +61 3 92446906
Email: peipei.wang@deakin.edu.au

Biography

Qualifications

  • PhD in Finance, University of New South Wales, 2009
  • Master of Management Science, Shanghai Jiao Tong University, 2006
  • Bachelor of Engineering, East China Normal University, 2002
  • Graduate Certificate of Higher Education, Deakin University, 2011


Academic

Teaching Interests

Financial Derivatives

Financial Markets

Investment and Portfolio Management


Subjects and units currently teaching

Derivative Securities (MAF308)

Fundamentals of Fiance (MAF101)

Finance (MAF721)


Publications

Publications

Rating Downgrades and the Price Impact of CDS Spread on Stock Return (with Michael Chng),  2013, Review of futures markets, forthcoming
Regime dependent causality: equity and credit markets (with Ramaprasad Bhar, David B. Colwell), International Journal of Financial Markets and Derivatives 2012 - Vol. 3, No.1  pp. 36 - 44
Ramaprasad, B., Wang, P., 2008. Is jump risk in iTraxx sector indices diversifiable? Journal of Fixed Income 17, 42-56.
 


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