I am a senior Lecturer in Economics and an Associate fellow of the higher education academy. I am also an associate fellow of the Institute for New Economic Thinking at University of Oxford. I hold a PhD jointly awarded by University of Amsterdam in the Netherlands and Bielefeld University in Germany. My PhD is supported by EDEEM fellowship from European Commission. Prior to joining OBBS, I am a lecturer at the Cranfield University and Glasgow Caledonian University, a research associate at the Heriot-Watt University, and a KTP associate at the University of Strathclyde.
Teaching and supervision
- Economics, Finance and International Business (BSc (Hons))
- Economics, Politics and International Relations (BA (Hons))
- International finance
- Financial markets and institution
- Contemporary issues in finance
- Macro I
I have taught a range of quantitative, finance and economic related modules across BSc, MSc, MBA, Executive MBA, PhD and MSc Apprenticeship programs
I am interested in supervising PG and PhD projects in the following areas:
- Financial stability
- Financial market
- Behaviour finance
- Time series
- Housing market
|Reginald Kadzutu||Impact of Exchange rate regime on the sensitivity of expected return to macro-economic factors in the APT framework||Active|
My research focus on understanding the instability of financial market by applying complexity theory. I studies the systematic structure of financial systems and is particularly interested in the tipping point of the markets. The approaches include time series analysis on various financial data and agent-based modelling on human behaviours.
I have published in peer-reviewed top academic journals such as Journal of Economic Dynamics and Control. I am a frequent contributor to a wide range of national and international conferences. I serve as reviewer for several academic journals, such as Scottish Journal of political economics, Emerging markets finance and trade, Chinese management studies and Journal of mathematical finance.
Diks, C., Hommes, C. & Wang, J., 'Critical slowing down as an early warning signal for financial crises?'
Empirical Economics 57 (2019) pp.1201-1228
ISSN: 0377-7332Abstract Published here
Diks, C.& Wang.J, 'Can a stochastic cusp catastrophe model explain housing market crashes?'
Journal of Economic Dynamics and Control 69 (2016) pp.68-88
ISSN: 0165-1889Abstract Published here
Memberships of professional bodies
- Associate fellow of the Institute for New Economic Thinking at University of Oxford
- “Incentives and Trading Strategies: A Dynamic Behaviour Approach in Fund Market”, 2019, 28th EBES conference, Coventry
- “Social Influence, Heterogenous Beliefs, and Asset Pricing Dynamics”, 2019, 5th International Workshop on “Financial Markets and Nonlinear Dynamics”, Paris, France.
- “ Asset Pricing Dynamics with Heterogenous Beliefs under Social Influence”, 2018, CeNDEF@20, Amsterdam, The Netherlands.
- “Early Warning Signals in Financial Market”, 2015, Thresholds, Tipping Points and Random Events in Dynamic Economic Systems, Tennessee, US.
- “Can A Stochastic Cusp Catastrophe Model Explain Housing Market Crashes?” 2014, International conference on Computational and Financial Econometrics.
- “Critical Slowing Down as An Early Warning Signal for Financial Crises?” 2013, International Conference on Computational and Financial Econometrics.
- Catastrophe Modelling in Housing Market”, 2013, Society for Computational Economics Annual conference.
- “Early Warning System of Financial Market”, 2013, Royal Economic Society Annual Conference.
- 2017 Economic impact modelling, BiP Solution Limited, University of Strathclyde
- 2016 Data analysis of BiP services, BiP Solution Limited, University of Strathclyde