Indika is an Associate Lecturer in the School of Economics. She completed her PhD at the University of Wollongong and has a BSc (Hons in Industrial Management), Sri Lanka (2001) Indika's research interests include Financial Market, Economic Growth and Volatility; Financial Modelling; and Econometric Techniques.
Articles
An empirical analysis of international stock market volatility transmission (with Abbas Valadkhani and Martin O’Brien), Faculty of Commerce - Economics Working Papers (2010)
This paper examines the interplay between stock market returns and their volatility, focusing on the...
Financial crises and international stock market volatility transmission (with Abbas Valadkhani and Martin O'Brien), Australian Economic Papers (2010)
This paper examines the interplay between stock market returns and their volatility, focusing on the...
Modelling Australian stock market volatility: a multivariate GARCH approach (with Abbas Valadkhani and Martin O'Brien), Faculty of Commerce - Economics Working Papers (2009)
This paper uses a multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model to provide an insight...
Other
GDP Growth and the Interdependency of Volatility Spillovers (with Abbas Valadkhani and Martin O’Brien), Australasian Accounting Business and Finance Journal (2012)
This paper examines the dynamics of cross-country GDP volatility transmission and their conditional correlations. We...