Dr. Peter Miu

Professor

Department / Academic Area

Faculty, Finance And Business Economics

Available to Supervise PhD

Finance and Business Economics

Biography

Dr. Peter Miu’s research is primarily in the areas of credit risk modelling, financial institutions, exchange-traded funds, regulatory capital requirement, empirical methods, and investments. His research appears in journals such as the Journal of Financial Intermediation, Journal of Banking and Finance, Journal of Empirical Finance, and the Journal of Credit Risk. Dr. Miu teaches courses in financial economics and derivatives at the DeGroote School of Business. Dr. Miu has consulted on such issues as validations of credit risk measures, regulatory and economic capital requirements, and stress testing models. His co-authored books on Basel II and III provide both the theory and practical how-to knowledge risk management professionals need to implement the concepts of these regulatory requirements in their institutions.

Publications

Journals

Are Cryptocurrencies A Safe Haven For Stock Investors? A Regime-switching Approach

Leon Li    Peter Miu

Journal     2023

Journal Of Empirical Finance

Understanding Leveraged Etfs’ Compounding Effect

Narat Charupat    Zhe Ma    Peter Miu

Journal     2023

Managerial Finance

A Coherent Economic Framework To Model Correlations Between Pd, Lgd And Ead, And Its Applications In Ead Modelling And Ifrs-9

Peter Miu    Bogie Ozdemir

Journal     2023

Journal Of Risk Management In Financial Institutions

Other

Fire-sale Channel Of Industry Contagion: Evidence From The Pricing Of Industry Recovery Rate

Yuanchen Chang    Yi-ting Hsieh    Wenchien Liu    Lee-chin family institute for strategic business studies Michael    Peter Miu

2016