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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.

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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)

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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,听.
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,听.
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,听.
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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