Staff profile - Victor Fang

Staff image

AsPr Victor Fang

Position: Associate Professor
Faculty or Division: Faculty of Business and Law
Department: BL Deakin Business School
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46919 +61 3 924 46919


Research interests

• Fixed Income and interest rate swaps and related issues
• Financial risk Management
• Modeling of Term structure of Interest Rates
• Volatility Modeling



• Xiang, Vincent, Chng, Michael and Fang, Victor (2013) Transmigration across price discovery categories : evidence from the U.S. CDS and equity markets, Journal of Futures Markets, vol. 33, no. 6, pp. 573-599

• Azad, A. S. M. Sohel, 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

• Azad, A.S.M. S., Fang, Victor and Wickramanayake, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap in Relation to Macroeconomic Risk, International Review of Finance, 11(3), 353-390

Link to publications

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