Dr Alena Audzeyeva

Title: Senior Lecturer
Phone: +44 (0) 1782 733271
Email: a.audzeyeva@keele.ac.uk
Location: Darwin 1.67
Role:
Contacting me:
Profile image for Alena Audzeyeva

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.

JEL Codes: 

F34, G12, G15, G24, C11, C15.

Collaborators:

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

Selected Publications

  • Audzeyeva A and Fuertes AM. 2015. On the Prediction of Emerging Market Sovereign Credit Spreads. doi>
  • Audzeyeva A and Hudson R. 2015. How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank. Journal of European Information Systems. doi>
  • Audzeyeva A, Summers B, Schenk-Hoppé KR. 2012. Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective. International Journal of Forecasting, vol. 28, 507-518. link> doi> link>
  • AUDZEYEVA A and Schenk-Hoppé KR. 2010. The role of country,regional and global market risks in the dynamics of Latin American yield spreads. Journal of International Financial Markets, Institutions & Money, vol. 20, 404-422. doi> link>
  • Audzeyeva A and Fuertes A-M. Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.

Full Publications List show

Journal Articles

  • Audzeyeva A and Fuertes AM. 2015. On the Prediction of Emerging Market Sovereign Credit Spreads. doi>
  • Audzeyeva A and Hudson R. 2015. How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a UK retail bank. Journal of European Information Systems. doi>
  • Audzeyeva A, Summers B, Schenk-Hoppé KR. 2012. Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective. International Journal of Forecasting, vol. 28, 507-518. link> doi> link>
  • AUDZEYEVA A and Schenk-Hoppé KR. 2010. The role of country,regional and global market risks in the dynamics of Latin American yield spreads. Journal of International Financial Markets, Institutions & Money, vol. 20, 404-422. doi> link>

Other

  • Audzeyeva A and Fuertes A-M. Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.
  • Audzeyeva A and Fuertes A-M. Emerging Market Sovereign Credit Spreads: In-Sample and Out-of-Sample Predictability.
  • 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".