Lixia Loh, PhD
Accounting, Law, Finance and Economics Department
Senior Research Engineer
Phone : +65 6438 0030
Fax : +65 6438 9891
E-mail : lixia.loh@edhec-risk.com
EDUCATION
2003-2005 (PT)
2005-2008 (FT)
PhD in Finance
University of Nottingham, Nottingham University Business School
Thesis Title is Volatility spillovers in Asian bond markets: Comparative
analyses using GARCH and wavelet methods.
1997-1998
MSc (Econ) International Economics, Banking and Finance
Cardiff University, Cardiff Business School
1994-1998
BSc (Econ) Accounting and Economics
Cardiff University
1991-1994
Diploma in Accountancy
Ngee Ann Polytechnic, Singapore
PROFESSIONAL EXPERIENCE
May 2011-
Senior Research Engineer
EDHEC-Risk Institute- Asia
09/2010-04/2011
Post doctorate Research Fellow
Centre for Global Finance, University of the West of England, UK
11/ 2008-02/2010
Lecturer in Financial Markets and Risk Management
Sheffield Hallam University, Sheffield Business School
PUBLICATIONS
Referred Journal Articles
1. Loh, L., L. Martellini, S. Stoyanov (2013) “Assessing volatility indicators: The benefit of
local equity volatility indices”, Bankers, Markets and Investors, 124, May-June 2013.
Lixia Loh, PhD, Senior Research Engineer, EDHEC Business School
2. Loh, L., (2013) “Co-movement of Asia-Pacific with European and US stock market
returns: A cross-time-frequency analysis”, Research in International Business and
Finance, Vol. 29, 1-13.
3. Yao, S., D. Luo and L. Loh, (2013) “On China monetary policy and asset prices”, Applied
Financial Economics, Vol. 23(5), 377-392.
4. Dowd, K., J. Cotter, L. Loh, (2011) “U.S. core inflation: A wavelet analysis,”
Macroeconomic Dynamics, Vol.15 (4), September 2011.
5. Singh, G. and L. Loh, (2010) “Wavelet perspective of time varying dynamic of Chinese,
Indian and other major markets,” Investment Management and Financial Innovations,
2010, Vol. 7(2).
6. Ngiam, K.J. and L. Loh, (2002) “Developing debt markets in Singapore: Rationale,
challenges and prospects,” Asia-Pacific Development Journal, Vol.9 (1) 2002, pp.23-43.
Book
Loh, L. (2010) “Sovereign Wealth Funds: States Buying the World”. Global Professional
Publishing.
Chapter in Book
Ngiam, K.J. and L. Loh, (2003) “Developing a viable corporate bond market: The
Singapore Experience,” in Ramkishen S. Rajan (ed) in Sustaining Competitiveness in the
New Global Economy: The Experience of Singapore, pp.267-292, Edward Elgar.
Working Papers
1.
Loh, L., L. Martellini and S. Stoyanov, March 2013, The Relevance of Country- and
Sector-specific Model-free Volatility Indicators, EDHEC-Risk Institute Publication.
2.
Ducoulombier, F., Loh, L. and Stoyanov, S. (2012) “What Asset-Liability Management
Strategy for Sovereign Wealth Funds? ” EDHEC-Risk Institute Publication.
3.
Yao, S., D., Luo, and L. Loh, (2011) “On China Monetary Policy,” China Policy Institute
Discussion Paper, Issue 7, University of Nottingham.
4.
Ngiam, K.J. and L. Loh, (2002) “Developing a Viable Corporate Bond Market: The
Singapore Experience,” Institute of Southeast Asian Studies Working Paper on
Economics and Finance No.2.
Articles in Industry publication
Loh, L. (2011) “Rise of the Sovereign Wealth Funds,” SMX Markets, August-September
2011, 69-70, Singapore Mercantile Exchange.
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Lixia Loh, PhD, Senior Research Engineer, EDHEC Business School
Loh, L. (2011) “主權財富基金看重投資風險管理,” China Investment and Pensions,
Winter 2011, 35-36.
RESEARCH INTERESTS
Asset Allocation
Empirical Asset Pricing
Financial Integration
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