Dr Cal Muckley BA MSc PhD

Contact Details

Title	Lecturer
Address	School of Business Graduate School of Business Carysfort Avenue, Blackrock Co. Dublin
Telephone:	Ext. 8091
Email:	ei.dcu@yelkcuM.laC

Biography:

Dr. Cal Muckley joined the School of Business, UCD as a Lecturer in Finance in 2006. He lectures modules in Corporate Finance, Financial Econometrics, Financial Risk Management and Financial Theory. Previously he has worked as a Lecturer in Finance in the Department of Economics and Finance at Durham Business School. He obtained his PhD degree from Trinity College Dublin, and during his doctoral studies he spent periods as a Visiting Scholar at New York University Stern School of Business and at Tilburg University in the Netherlands. His academic publications and research interests are in the areas of International Finance and Energy Finance. He also has a keen interest in the estimation of financial aspects of Northern Ireland's peace dividend. Since 2009 his administrative duties have included Programme Director for the BSc in Economics & Finance at the Quinn School of Business, UCD. He has recently received the Barrington Medal from the Statistical & Social Inquiry Society.

Research Interests

Dr. Cal Muckley's research interests extend across areas of International Finance, Energy Finance and Defence Economics.

View his research articles at SSRN: http://ssrn.com/author=451952.

Research Projects

Sponsor : University College Dublin (UCD)
Title : Concerning the Asian Basket Peg Exchange Rate Scheme.
Start Date / End Date : 01-JUL-08 / 30-SEP-09

Book Chapters

(with R. Aggarwal); (2011) 'Possible Asian Currency Bloc and Re-polarization of the World Economy' In: Lars Oxelheim (eds). Re-Polarization of the World Economy. New York: World Scientific. [Details]

(with Agapitos, A. and A. Goyal); (2011) 'An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination' In: Anthony Brabazon and Michael O'Neill (eds). Natural Computing in Computational Finance (Volume 4). Dublin, Ireland: Springer. [Details]

(with D. Bredin); (2011) 'The Price Forming Process in Energy Markets' In: Dorsman, Mehmet Baha Karan,Özgür Arslan and Wim Westerman (eds). Financial Aspects in Energy: The European Perspective. The Netherlands: Springer. [Details]

(with C. Kearney); (2005) 'The role of the Yen in Asian exchange rate determination' In: Asian Pacific Financial Markets in Comparative Perspective. Contemporary Studies in Economics and Financial Analysis. *: *. [Details]

Peer Reviewed Journals

(with B. Lucey); (2011) 'Robust Global Stock Market Interdependencies'. International Review of Financial Analysis, . [Details]

Cal Muckley; (2011) 'Terrorism, Tourism and FDI: Estimating a Lower Bound on the Peace Dividend in Northern Ireland'. Journal Of Statistical And Social Inquiry Society Of Ireland, . [Details]

(with D. Bredin); (2011) 'An Emerging Equilibrium in the EU Emissions Trading Scheme'. Energy Economics, . [Details]

(with R. Aggarwal); (2010) 'Assessing co-ordinated Asian exchange rate regimes: Proposal for a possible move towards a common currency'. Journal of Int. Financial Markets, Institutions & Money, 20 (2):149-165. [DOI] [Details]

(with D. Bredin); (2010) 'Is There A Stochastic Trend in European Union Emission Trading Scheme Prices?'. Sosyoekonomi, 6 (Special Issue):25-39.

[Details]

Show All

Teaching Interests

My principal teaching interests include Asset Pricing, Financial Econometrics and Risk Management

Teaching Experience:

Applied Mathematics (M.Sc. Finance; Durham University Business School);

Corporate Finance (Masters in Management, UCD);

Econometrics (M.Sc. Finance; Durham University Business School);

Financial Econometrics (M.Sc. Finance and M.Sc. Quantitative Finance, UCD);

Financial Management (B.Sc., Asia Pacific Management Institute, Hong Kong & Singapore);

Financial Markets (M.B.A.; Dublin City University Business School);

Financial Markets and Valuations (Executive M.B.A., UCD);

Financial Theory (M.Sc. Quantitative Finance, UCD);

Financial Theory & Risk Management (M.Sc. Risk Management, Institute of Bankers, Dublin);

Fixed Income Securities (B.A. Economics, Trinity College Dublin);

Portfolio and Risk Management (M.Sc. Quantitative Finance and M.Sc. Finance, UCD);

Time Series Econometrics (M.Sc. Finance; Durham University Business School)

Recent Postgraduates

Current Postgraduate Students

Abhinav Goyal, Doctor of Philosophy (PhD) - Thesis Supervisor

Modules Taught

201000 FIN41040 Finance: Financial Econometrics

201000 FIN41200 Finance: Risk Mgt & Financial Instituti

200900 FIN40640 Finance: Fin. Markets& Valuations WE

200800 FIN40540 Finance: Financial Theory

Print this page

Subject Area Websites

(with Aggarwal, R. and B. Lucey); (2010) 'Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events'. Journal of Common Market Studies, 48 (3):641-660. [DOI] [Details]
(with C. Kearney); (2007) 'Is North and Southeast Asia Becoming a Yen Block?'. International Journal of Finance and Economics, 12 :337-351. [DOI] [Details]
(with C. Kearney) ; (2007) 'Can the traditional Asian US dollar Peg Exchange Rate Regime be extended to include the Japanese yen?'. International Review of Financial Analysis, 17 :870-885. [DOI] [Details]
(with C. Kearney) ; (2007) 'Reassessing the evidence of an emerging Yen block in North and Southeast Asia'. International Review of Economics and Finance, 16 :255-271. [DOI] [Details]
Cal Muckley; (2004) 'Empirical asset return distributions. Is chaos the culprit?'. Applied Economic Letters, 11 (2):81-86. [DOI] [Details]
Hide