Dr Philip Ji

BEc Sogang, PhD UNSW

Lecturer

Address:	Department of Accounting and Finance Monash University Clayton Vic 3800 Australia
Located at:	Room 1070, Menzies Building 11
Telephone:	+61 3 9905 2373
Fax:	+61 3 9905 5475
Email:	Philip.Ji@monash.edu

Philip joined the Department in February 2005. Prior to this he taught at the University of Sydney and UNSW for three years.

Research:	Major research interests include Macrofinance, Applied Financial Econometrics, Financial Integration, Hedge Funds Performance, Closed end Fund Discount, Corporate Governance and Dividend Policy.
Teaching:	AFX9510 Quantitative methods

Recent Publications

Ji, IP & Park, J* (2011). An empirical evaluation of the balanced growth hypothesis: Evidence from Australia. Journal of the Korean Economy, 12(2), 341-365. Republic of Korea:Association of Korean Economic Studies
Kim, J* & Ji, IP (2011). Mean reversion in international real interest rates. Economic Modelling, 28(4), 1959-1966. Netherlands:Elsevier BV, North-Holland
Ji, IP (2011). The impact of Asian crisis on market integration: Evidence from East Asian real interest rates. Applied Economics Letters, 18(3), 245-249. United Kingdom:Routledge: Taylor and Francis Group
Ji, IP & In, FH (2010). The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads. Journal of International Financial Markets Institutions & Money, 20(5), 575-589. Netherlands:Elsevier, BV, North-Holland
Ji, IP (2009). Impact of Asian crisis on the long-run relationship of East Asian real interest rates. The Empirical Economics Letters, 8(10), 987-992. Bangladesh:Rajshahi University
Ji, IP & Kim, J* (2009). Real interest rate linkages in Pacific Basin region. International Review of Economics and Finance, 18(3), 440-448. UK:Elsevier BV North-Holland