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> DR AMER DEMIROVIC

Room 1G.12 PEARL Building

+6732461020 Ext +673 2461020 Ext 5513

+673 2461035/6
amer.demirovic@utb.edu.bn

DR AMER DEMIROVIC

ASSISTANT PROFESSOR School of Applied Sciences and Mathematics

Current Teaching Module

Current Teaching Module

  • SM2206 Applied Econometrics
  • SM4305 Financial Econometrics

Students Supervision

  • Graduate and undergraduate research projects in finance and economics.

Teaching Experience

  • Undergraduate modules in statistics, mathematics for economics, econometrics, finance (Financial Instruments, Portfolio Management), economics (Microeconomics, Money and Banking, History of Economic Thought), managerial accounting.
  • Postgraduate modules in financial accounting, corporate finance, research methods

Specialized Area

Current Research and/or Postgraduate Projects

  • Common Risk Factors in Asset Returns
  • Systematic Equity Volatility and Corporate Credit Spread.

 

Research Interest

  • Volatility Spillover
  • Market Integration
  • Credit Risk

Qualifications

  • PhD in Finance (University of the West of England, Bristol UK)
  • MA in Management (University of the West of England, Bristol UK)
  • MSc in Finance (City University, London, UK)
  • BSc in Economics (University of Sarajevo, Sarajevo, Bosnia and Herzegovina)
  • BSc in Economics (University of Sarajevo, Sarajevo, Bosnia and Herzegovina)

 

Career or Professional Bodies/Awards

  • Certificate in Quantitative Finance (CQF Institute, London, UK)

Publication

Other Achievements/ Most Prominent Publications

  1. Demirovic, A. et al. (2020) A common risk factor and the correlation between equity and corporate bond returns, Journal of Asset Management, https://doi.org/10.1057/s41260-020-00151-8.
  2. Demirovic, A., Tucker, J., Guermat, C. (2017) The Relationship between Equity and Bond Returns: An Empirical Investigation, Journal of Financial Markets, Vol. 35-C, pp. 47-64, https://doi.org/10.1016/j.finmar.2017.08.001.
  3. Demirovic, A., Tucker, J., Guermat, C. (2015) Accounting Data and the Credit Spread: An empirical investigation. Research in International Business and Finance, Vol. 34-C, pp. 233-250, https://doi.org/10.1016/j.ribaf.2015.02.013.
  4. Demirovic A., Thomas, D.C. (2007) The Relevance of Accounting Data in the Measurement of Credit Risk. The European Journal of Finance, Vol. 13-3, pp. 253-268, https://doi.org/10.1080/13518470601025177

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    Google Scholar Link

    Scopus Link

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