Dr Philip Ji - Researcher Profile

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Address

Department of Accounting and Finance
Building 11E, Clayton

Biography

Philip works in the Faculty of Business & Economics at Monash University as a Senior Lecturer.

Philip Ji completed his PhD in Economics (Applied Macroeconometrics) at UNSW after studying in the Master of Economics program at the University of Sydney. His research is quantitatively oriented but has a wide ambit over a variety of applied work in empirical finance and financial economics. He is also actively involved in PhD and honours student supervision.

Research & Supervision Interests

    Financial Econometrics; Asset Pricing (eg Return Predictability, Contrarian and Momentum Strategies) & Macrofinance; Mutual Funds, Hedge Funds & Sovereign Wealth Funds; Financial Markets (eg Integration, Liquidity, Credit, Financial Crisis, etc) & International Finance and Corporate Governance (eg Board Size and Performance)

Keywords

Econometrics/Forecasting, Economics, Finance, Law

Qualifications

PHILOSOPHY
Institution: The University Of New South Wales
Year awarded: 2008
ECONOMICS - BACHELOR HONOURS
Institution: Sogang University
Year awarded: 1999

Publications

Journal Articles

Ji, I.P., 2012, Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads, Journal of International Financial Markets, Institutions and Money [P], vol 22, issue 4, Elsevier BV, Amsterdam Netherlands, pp. 647-657.

Ji, I., Park, R., 2011, An empirical evaluation of the balanced growth hypothesis: Evidence from Australia, Journal of the Korean Economy [P], vol 12, issue 2, Association of Korean Economic Studies, Chungbuk Republic of Korea, pp. 341-365.

Kim, J., Ji, I., 2011, Mean-reversion in international real interest rates, Economic Modelling [P], vol 28, issue 4, Elsevier BV, Amsterdam Netherlands, pp. 1959-1966.

Ji, I., 2011, The impact of Asian crisis on market integration: Evidence from East Asian real interest rates, Applied Economics Letters [P], vol 18, issue 3, Routledge, United Kingdom, pp. 245-249.

Ji, I., In, F., 2010, The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads, Journal of International Financial Markets, Institutions and Money [P], vol 20, issue 5, Elsevier BV, North-Holland, Netherlands, pp. 575-589.

Ji, I.P., 2009, Impact of Asian crisis on the long run relationship of East Asian real interest rates, Empirical Economics Letters [P], vol 8, issue 10, Rajshahi University, Rajshahi Bangladesh, pp. 987-992.

Ji, I.P., Kim, J., 2009, Real interest rate linkages in the Pacific-Basin region, International Review of Economics and Finance [P], vol 18, issue 3, Elsevier BV, North-Holland, The Netherlands, pp. 440-448.

Postgraduate Research Supervisions

Current Supervision

Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Essays on macro-credit risk link.
Supervisors:
Shi, H (Main), Ji, I (Associate).
Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Essays on the capital market and macroeconomic activity.
Supervisors:
Dzhumashev, R (Joint-co), Ji, I (Joint).
Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Return predictability and corporate capital structure.
Supervisors:
In, F (Main), Ji, I (Associate).
Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Risks measurement in cross border mergers and acquisition in Asia Pacific.
Supervisors:
In, F (Main), Ji, I (Associate).
Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Style Factors and Macroeconomic Variables (The Economic Nature of Style Factors).
Supervisors:
Mishra, V (Main), Ji, I (Associate).