Staff profile - Sohel Azad

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Dr Sohel Azad

Position: Lecturer
Faculty or Division: Faculty of Business & Law
Department: Department of Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446873 +61 3 92446873
Email: s.azad@deakin.edu.au

Biography

Biography

Education:

> PhD (Finance) - 2012, Monash University, Australia

> MSc (Dev. Economics) - 2006 , Ritsumeikan Asia Pacific University, Japan

> MBA (Finance) - 1999, University of Chittagong, Bangladesh

> Bachelor of Business Administration (Finance) - 1997, University of Chittagong


Career highlights

Jul/2011 ~ Lecturer in Finance at Deakin University, Melbourne.

Jul/2008 – Jun/2011 Sessional staff in Accounting and Finance at Monash University, Caulfield Campus.

Aug/2008 – Part-time Lecturer, Ritsumeikan APU, Japan.

2005 – 2008 Teaching Assistants for several courses at Ritsumeikan APU, Japan.

Apr/2004 – Mar/2005 Visiting Research Fellow, Kobe Gakuin University, Japan.

Feb/2002 – Jan/2005 Assistant Professor of Finance and Banking, University of Chittagong, Bangladesh.

Sep/1999 – Feb/2002, Lecturer in Finance, University of Chittagong.

Jun/1999 – Aug/1999 Financial Analyst, Mercantile Bank Ltd, Bangladesh


Academic

Subjects and units currently teaching

MAF203: Business Finance (Undergraduate)

MAF306: International Finance and Investment (Undergraduate)

MAF760: International Finance (Postgraduate)


Student supervision

Determinants of Credit Spreads in the US and Japanese Corporate Bond Markets


Conferences and seminars

  1. "Islamic Banking and Asset Price Bubbles", presented at the "IBF 2014 Islamic Finance", June 2014, Lancaster University, UK.
  2. IIBR-LIBOR Relationship and the Nature and Determinants of “Islamic Premium” presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2013.
  3. Market Inefficiency and Trade-induced Manipulations: Evidence from Emerging Markets, Presented at "Higher Moments, Risk Management and Financial Markets Symposium", Vietnam, January 2013.
  4. Pricing Business Cycle, Skewness and Correlation Risk in US Swap Market. Presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2012.
  5. Measuring Swap Market Links via Volatility Transmissions and Contagion: What Are We Really Picking Up? (with Fang and Wickramanayake), Presented at the Accounting and Corporate Governance Seminar Series, Macquarie University, Sydney, March 17th 2011.
  6. Financial Integration and Swap Market Links Under Two-component Volatility Model: Evidence from the Major Swap Market (co-authored with Fang and Wickramanayake), Presented at the Midwest Finance Association Conference in Chicago, March 2-5, 2011.

Media appearances

OBS (OITA), Japan: Micro Finance, National Heritage Sites and Festivals of Bangladesh

Awards

Awards and prizes

1. Monash Graduate Research Scholarship/Monash University, 2008-2011

2. Faculty of Business and Economics Scholarship/Monash University, 2008-2011

3. Makita Scholarship/Japan, 2006 – 2008

4. United Nations University Academic Excellence Award, 2006

5. Japanese Government Scholarship (JASSO), 2005-2006

6. Research Grants from Ritsumeikan Asia Pacific University, 2005 and 2007

7. Visiting Research Fellowship, Kobe Gakuin University, Japan 2004-05


Research

Research projects

1. Facutly Research Grants-2013 (Amount: $8,000): Exposing the Interest Rate Swap Spreads: Australian Evidence (Joint investigator) with Vincent (Joint Investigator) and Fang (Mentor).

2. Association of Chartered Certified Accountants (Amount: $18,108): Accounting Standards and Misrepresentation of Islamic Financial Instruments  Risk with Ahsan and Azmat (joint investigators).


Research interests

Volatility and risk modelling in financial markets

Macroeconomic risk and financial markets

Islamic finance


Research grants

1. Facutly Research Grants-2013 (Amount: $8,000): Exposing the Interest Rate Swap Spreads: Australian Evidence (Chief Investigator) with Vincent (Chief Investigator) and Fang (Mentor).

2. Association of Chartered Certified Accountants - 2013 (Amount: $18,108): Accounting Standards and Misrepresentation of Islamic Financial Instruments  Risk with Ahsan and Azmat (joint investigators).

3. Research Grants-2005: Ritsumeikan Center for Asia Pacific Studies (RCAPS).

4. Research Grants-2007: Ritsumeikan Center for Asia Pacific Studies (RCAPS).


Publications

Publications

Selected Journal Publications:

  1. Azad, A.S.M.S., Batten, J., and Fang, V. (forthcoming), WHAT DETERMINES THE YEN SWAP SPREAD? International Review of Financial Analysis.
  2. Azad, A.S.M.S., Batten, J., Fang, V. and Wickramanayake, J. (2015), International Swap Market Volatility and Contagion, Economic Modelling, vol. 45, 355-371.
  3. Hung, C-H., Azad, A.S.M.S., and Fang, V., (2014), “Determinants of Stock Returns: Factors or Systematic Co-moments? Crisis versus non-Crisis Periods”, Journal of International Financial Markets, Institutions & Money,  vol 31, 14-29.
  4. Azad, A.S.M.S., Azmat, Saad, Fang, Victor and Edirisuriya, Piyadasa (2014), “Unchecked manipulations, price-volume relationship and market efficiency: Evidence from Emerging Markets”, Research in International Business and Finance, vol 30, 51-71.
  5. Azad, A.S.M.S,Yasushi, S., Fang, V., Ahsan, A., (2014), Impact of Policy Changes on the Efficiency and Returns-to-Scale of Japanese Financial Institutions: An Evaluation, Research in International Business and Finance, vol 32, 159-171. 
  6. Azad, A.S.M.S., Fang, Victor and Hung, Chi-Hsiou (2012), Linking the interest rate swap markets to the macroeconomic risk: The UK and US evidence, International Review of Financial Analysis, vol. 22, pp. 38-47.
  7. Azad, A.S.M.S., Fang, V. and Wickramanayake, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap in Relation to Macroeconomic Risk, International Review of Finance, vol 11(3), 353-390.
  8. Azad, A.S.M.S. (2009), Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea, Asian Economic Journal, vol 23(1), 93-118.


Link to publications

https://www.deakin.edu.au/apps/research/find-a-researcher/30236/Dr-Sohel-Azad


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