Dr Sarosh Shabi
Lecturer
Accounting & Finance
Telephone: (01792) 295537
Room: Office 224 - 224
Second Floor
School of Management
Bay Campus

Sarosh has joined as a Lecturer in Finance. She has her PhD in Finance and specializes in International Financial Markets. Her research interests include macro-financial relationships, financial crisis and nonlinearities in economic and financial time series. Her teaching interests include financial markets and institutions, investment analysis and portfolio management. 

Publications

  1. & Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests. Journal of Banking & Finance 66, 89-101.
  2. & Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. International Review of Financial Analysis 41, 247-256.
  3. & U.S. economic uncertainty, EU business cycles, and the global financial crisis. International Journal of Finance & Economics

Teaching

  • MN-3506 Derivatives and Risk Management

    This module aims to provide an understanding of how companies and financial institutions can manage risk through the use of financial derivatives and covers the role of hedging and risk management in business organisations. Different types of financial derivative will be introduced and their roles in financial markets in terms of trading and hedging will be covered. Basic pricing theories and techniques will also be covered in this module. This module is sponsored by Admiral Insurance Group (Cardiff) with a module prize.

  • MN-M003 International Financial Markets

    The financial sector is one of the most dynamic sectors of a modern economic system. Innovations within the financial system of developed economies have been increasingly important in recent years and they have been evolving continuously. It is, therefore, important to analyse and understand the main institutions in financial markets, and examine the nature of the financial instruments (securities) they use. This module aims to provide students with an in-depth knowledge of financial systems, institutions, markets and instruments.

Supervision

  • Market reaction to scheduled and unscheduled macro-announcements: Evidence using high-frequency data (current)

    Student name:
    PhD
    Other supervisor: Dr Syed Shabi-Ul-Hassan
    Other supervisor: Dr Vineet Upreti