JOR 18 1 Authors
The Journal of Risk
Volume 18, Number 1
Xinyi Liu
Dr Xinyi Liu is an Economist of AMRO (ASEAN+3 Macroeconomic Research Office). He is responsible for undertaking macroeconomic and financial surveillance on some member economy in the ASEAN, China, Japan and Korea. AMRO is to support the detection of risks effective decision-making of the CMIM. Dr Liu is interested in financial risk management and economic policy. Prior to AMRO, he worked for Standard Chartered Bank (FX electronic pricing and trading) and China Investment Corporation (asset allocation). His recent and forthcoming publications appear in Journal Empirical Finance (2012, with Margaritis Dimitris & Wang Peiming) and Journal of Portfolio Management (forthcoming, with Fan Hua). Dr Liu completed his Ph.D. study in Economics at Nanyang Technological University in Singapore. He also holds a bachelor's degree from Xiamen University in China.
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Hammad Siddiqi
Dr. Hammad Siddiqi is currently a postdoctoral research fellow at the University of Queensland, Australia. He has a PhD in Financial Economics from Northern Illinois University, USA. His research is focused on how various decision making heuristics influence the perception of risk in financial markets. He has shown that the tendency among traders to consider the risk of the underlying stock as a starting point for forming risk judgments about call options has far reaching implications for option pricing and risk management. He has published in leading finance and economics journals, and has been a consultant for DFID, World Bank, and Mercy Corps. He has a keen interest in raising awareness among general audience regarding important economic issues, and has been a recipient of multiple best teacher awards.
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Dror Parnes
Dror Parnes, Ph.D. has earned his terminal degree in Finance at Baruch College of the City University of New York in 2006. Ever since, he was teaching at the University of South Florida, the University of Central Florida, and currently at Washington State University. His research largely focuses on issues of credit risk, bankruptcy risk, operational risk, bank failure risk, systematic risk, bank loan-portfolio risk, mortgage delinquency risk, and foreclosure risk. Dror Parnes has published in numerous academic journals and presented his work in a verity of conferences, departmental seminars, and professional meetings at different governmental institutions.
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