Dr Rubaiyat Ahsan Bhuiyan

PhD, MBA, BBA
Lecturer

Contact Details
Tel: +60 85 630100 Ext: 2732
Location: Heron 2 Room 6
Fax: +60 85 630088
Email: : rubaiyat.ahsan@curtin.edu.my

Academic Qualifications

  • Doctor of Philosophy, International Islamic University Malaysia (2017)
  • Master of Business Administration, North South University (2013)
  • Bachelor of Business Administration, East West University (2006)

Awards

Research Interest

  • My current research interests include
    1. Banking and Finance
    2. Islamic Finance
    3. Applied Econometrics
    4. Empirical Finance
    5. Microfinance
    6. Financial Risk Management

Selected Research Funding & Research Projects

  1. Funder: Curtin University Malaysia (FOB Research Fund) (1st February 2021-31st January 2022)
    Title: Impact of COVID-19 Pandemic on Global Stock and Bond Market Returns.
    Amount: RM3,500
    Team members: Dr. Rubaiyat Ahsan Bhuiyan (PI), Dr. Changyong Zhang, Alpha Anak Ngadan, Tanusree Chakravarty Mukherjee and Dr Adamu Abbas Adamu.

Selected Publications

A. Book Chapter

B. Journal Publications

  1. Bhuiyan, R. A., Husain A., & Zhang C. (2021). A Wavelet Approach for Causal Relationship between Bitcoin and Conventional Asset Classes. Journal of Resources Policy71, 101971. Ranked B in ABDC
  2. Bhuiyan, R. A., Puspa, M., Saiti, B., & Ghani, G. M. (2020). Comparative analysis between global sukuk and bond indices: value-at-risk approach. Journal of Islamic Accounting and Business Research. Ranked C in ABDC
  3. Bhuiyan, R. A., Rahman, M. P., Saiti, B., & Mat Ghani, G. (2019). Co-movement dynamics between global sukuk and bond markets: New insights from a wavelet analysis. International Journal of Emerging Markets. Ranked B in ABDC
  4. Bhuiyan, R. A., Rahman, M. P., Saiti, B., & Ghani, G. B. M. (2019). Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. The North American Journal of Economics and Finance, 47, 675-687. Ranked B in ABDC
  5. Bhuiyan, R. A., Rahman, M. P., Saiti, B., & Ghani, G. M. (2018). Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis. Borsa Istanbul Review, 18(3), 218-230. (Scopus)
  6. Bhuiyan, R. A. (2018). Ahmed M. Abohebeish, Introduction to Islamic Rules of Financial Accounting. Islam and Civilisational Renewal (ICR), 9(3), 413-415
  7. Bhuiyan, R. A. (2015). Fundamentals of Islamic banking. International Journal of Economics, Management and Accounting, 23(2), 271-273

C. Conference Proceedings

  1. Bhuiyan, R. A., Husain A., & Zhang C. (2021) “Bitcoin and Gold as Hedging Instruments during Crisis” Paper presented at the Asian Meeting of the Econometric Society Conference (AMES 2021).
  2. Bhuiyan R.A., Rahman M.P., Ghani G.M. & Saiti, B. (2016) “Does the global sukuk market offer any portfolio diversification opportunity for Indonesian investors?” Paper presented at 2nd International Conference on Journal of Islamic Monetary Economics and Finance, Surabaya, Indonesia
  3. Bhuiyan R.A. (2016) “Review on cash waqf based micro finance: a new scheme to support economic growth” Paper presented at the 10th International Conference on Bulletin of Monetary Economics and Banking, Jakarta, Indonesia
  4. Bhuiyan R.A., Rahman M.P., Ghani G.M. & Saiti, B. (2016)”Dynamic relations between sukuk and conventional bond markets: an analysis of international portfolio diversification” Paper presented at the 18th Malaysian Finance Association Annual Conference (MFAC), Kuala Lumpur, Malaysia

HDRs Supervision

  1. Co-Supervisor for Bilal Aslam, PhD Candidate

    Thesis title: Machine Learning for Capital Market Research and Portfolio Optimization.

  2. Co-Supervisor for Sajjad Shakeel, PhD Candidate

    Thesis title: Predicting Risk in Islamic Banking System: An Artificial Intelligence Approach

Professional Associations

  • Member, International Council of Islamic Finance Educators (ICIFE)