Keele Management School
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- Alena Audzeyeva
Dr Alena Audzeyeva
|Phone:||+44 (0) 1782 733271|
I hold a PhD and MBA in Finance from the University of Leeds, UK, and degrees in Physics and Economic Cybernetics from Belarusian State University. Prior to joining Keele in 2009, I was a KTP Associate with National Australia Bank Europe and the University of Leeds. I have over 7 years experience of working in financial services in the UK and abroad. My previous roles in banking included being a trader in government bonds, head of the securities market operations, and head of the central securities depository for government securities.
I am a member of the Centre for Economic Research. My research interests include emerging markets, pricing of sovereign debt, credit risk, term-structure of interest rates on defaultable debt and modelling customer behaviour in financial services.
F34, G12, G15, G24, C11, C15.
Prof. Ana-Maria Fuertes (Cass Business School), Prof. Klaus R. Schenk-Hoppé (University of Leeds), Dr Barbara Summers (University of Leeds), Prof Robert Hudson (Newcastle University).
- Won the ESRC and EPSRC sponsored "Award for Best Application of Social Science in a KTP" at the Knowledge Transfer Partnership Awards 2011.
- Associate of the Knowledge Transfer Project during 2007-2009, KTP Award funded by National Australia Bank Europe, ESRC, EPSRC, DTI. The project received an "outstanding grading" from the KTP Grading Panel and was awarded a KTP Certificate of Excellence.
- Awarded British Chevening Scholarship in 2000
Full Publications List show
- Asset Pricing
- Portfolio Choice
- International Finance
- Options and Futures
Current and future research projects
- "Forecasting the yield spread and yield spread volatility of emerging market bonds" (with A.M. Fuertes);
- "Efficiency in financial services organisations" (with R. Hudson);
- "The role of bond liquidity in determining yield spreads on emerging market bonds";
- "The dynamics of the term structure on emerging market debt during a financial crisis".