Dr Abdul Aziz Hayat Muhammad is a Senior Lecturer in the Department of Economics in Deakin Business School. Aziz Hayat's research interests are in applied works in economics and finance. He has published in A* journals such as International Economic Review and the Journal of Banking and Finance among others. Apart from University level grants, Aziz Hayat has been the part of the team that has attracted funds from external bodies such as the Accounting and Finance Association of Australia and New Zealand (AFANZ) in 2018, and Grants-in-Aid for Scientific Research (KAKENHI) from 2016 to 2018 for 50,000,000 yen. He was granted from 2013 to 2014 the International Research Fellowship by Deakin University. In 2017, Aziz Hayat received an invitation to visit the Asian Growth Research Institute in Japan. He was also selected for the President’s Programme for Care of Highly Qualified Overseas Pakistanis (PPQP) in 2013, which is a highly reputable and competitive award to succeed.
Aziz Hayat has got teaching appreciation letters for achieving exceptionally high teaching evaluation scores. His teaching interests' areas are international finance, quantitative finance, financial modelling, and financial econometrics. He has been on various roles for his services including seminar coordinator and remained the part of service committees such as credit for prior learning and central general misconduct committee membership and supervision to PhD students.
Aziz Hayat completed his Master of Social Sciences from the National University of Singapore (NUS) in 2001 and PhD from Monash University in 2007. During his PhD studies, he succeeded in gaining a highly competitive internship position to work on a project in the Asian Development Bank (ADB) in 2004. The project was later published in an A* finance journal.”Read more on Abdul's profile
- Monetary Policy
- Exhange Rate
- Copula Modelling
- Quantitative Finance
- Financial Modelling
- Financial Econometrics
- MAF202 - Money and Capital Markets
- MAF759 - Quantitative Finance
- MAF384 - Financial Modelling
- MAE723/MAF723 - Business and Financial Econometrics
- International Research Fellowship, Deakin University, 2014.
- President's Programme for the care of Highly Qualified Overseas Pakistanis, 2013.
- Selection in the Asian Development Bank Internship, 2004.
What determines the profitability of Islamic banks: lending or fee?
A Azad, Saad Azmat, Abdul Hayat Muhammad
(2019), pp. 1-15, International review of economics & finance, Amsterdam, The Netherlands, C1
Volatility linkages in the spot and futures market in Australia: a copula approach
C Nguyen, M Bhatti, A Hayat
(2014), Vol. 48, pp. 2589-2603, Quality and quantity, Dordrecht, The Netherlands, C1
Comparison of estimators of the Weibull distribution
M Akram, A Hayat
(2014), Vol. 8, pp. 238-259, Journal of statistical theory and practice, Abingdon, England, C1
Expectations of future income and real exchange rate movements
A Hayat, B Ganiev, X Tang
(2013), Vol. 37, pp. 1274-1285, Journal of banking and finance, Amsterdam, The Netherlands, C1
Masking of volatility by seasonal adjustment methods
A Hayat, M Bhatti
(2013), Vol. 33, pp. 676-688, Economic Modelling, Amsterdam, Netherlands, C1
Do demand and supply shocks explain USA's oil stock fluctuations?
A Hayat, P Narayan
(2011), Vol. 88, pp. 2908-2915, Applied energy, Oxford, England, C1
The oil stock fluctuations in the United States
A Hayat, P Narayan
(2010), Vol. 87, pp. 178-184, Applied energy, Amsterdam, The Netherlands, C1
Federal reserve monetary policy and the non-linearity of the Taylor rule
A Hayat, S Mishra
(2010), Vol. 27, pp. 1292-1301, Economic modelling, Amsterdam,Netherlands, C1
Funded Projects at Deakin
Industry and Other Funding
Effect of non-linear correlation on diversification benefits for banks and insurance companies in Australia
A/Prof Sagarika Mishra, Dr Abdul Hayat Muhammad
Accounting & Finance Assoc of Australian & New Zealand Grant - Research
- 2018: $4,000
Minh Nhat Nguyen
Thesis entitled: Three Essays on Climate Finance
Doctor of Philosophy, Department of Finance
Michael Dominic D'Rosario
Thesis entitled: Three essays on Telecommunications Economics
Doctor of Philosophy, Department of Economics