Dr Ping Wang

 

Senior Lecturer in Finance

Department of Accounting and Finance

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Contact details

Telephone + 44 (0) 121 414 6675

Fax + 44 (0) 121 414 6238

Email wangpz@adf.bham.ac.uk

Birmingham Business School
University House
University of Birmingham
Edgbaston
Birmingham
B15 2TT
UK

About

Ping joined the Business School in 2005, having worked at the Middlesex University for more than 3 years. She also worked on an ESRC funded project on “Business Cycle Volatility and Economic Growth, A Comparative Time Series Study” previously at the Department of Economics of Loughborough University.

Qualifications

B.Sc.
M.Sc.
PhD

Postgraduate supervision

* Emerging financial markets
* International Finance
* Corporate Finance

Research

* Emerging financial markets
* International Finance
* Corporate Finance

Publications

Selected recent publications

The integration of the Credit Default Swap markets during the US subprime crisis: Dynamic correlation analysis, Journal of International Financial Markets, Institutions & Money, 2012, 22, 1-15, with T. Moore.

Asymmetry in Return Reversals or Asymmetry in Volatility? New evidence from new markets, Quantitative Finance, 2011, 11(2), 271-285, with P.J. Wang

Price and volatility spillovers between the Greater China markets and the developed markets of US and Japanese, Global Finance Journal, 2010, 21(2), 304-317, with P.J.Wang

Sudden changes in volatility: the case of five central European markets, Journal of International Financial Markets, Institutions & Money, 2009, 19(2), 33-46, with T. Moore.

Does a “correct” parameter estimate tell a better story about foreign exchange market efficiency? Journal of International Money and Finance, 2009, 28, 183-197, with P.J.Wang

Real convergence and the new EU member states: a new perspective on real interest parity, Journal of Emerging Market Finance, 2008, 7(3), 215-36, with Mark Holmes.  

Stock Market Integration for the Transition Economies: Dynamic Conditional Correlation Approach, The Manchester School, 2008, 76(s1), 116-133, with T. Moore

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