Economics and Finance

Our PhD students

Abdul Kane

  • Role Title: PhD student
  • Address: Richmond Building Portland Street Portsmouth PO1 3DE
  • Telephone: tbc
  • Email: up835551@myport.ac.uk
  • Department: Economics and Finance
  • Faculty: Portsmouth Business School

Biography

Nationality: American              Supervisor: Dr Everton Dockery/Dr Konstantinos Vergos

Thesis summary

Emerging markets economies (EME’s) are increasingly seen as drivers of global growth, but to what extent do these economies contribute to global volatility? This thesis seeks to examine the extent to which asset price jumps from emerging market economies are reflected in the financial markets of emerging markets with close trading linkages, as well as with significantly important industrialized economies.

By making use of a self-exciting Hawkes point process and high-frequency data, the research proposed in this thesis seeks to contribute to the existing literature in several ways: by improving understanding of emerging market price jumps, by considering a cross section of emerging market economies and countries which have not been the focal point of the existing literature, by utilizing a sample period that covers a decline in commodity prices, particularly oil, and by examining movements in domestic currencies which have affected the economic performance of emerging market economies.