Dr Katherine Uylangco

Casual Honours Marker

Newcastle Business School (Accounting and Finance)

Career Summary

Biography

Prior to studying for her PhD, Katherine worked in Financial Intelligence for the Attorney General’s Department, Australian Customs Services and AUSTRAC. She has also been employed as a forecaster for economic consultancy Econtech, and prior to that she worked in asset consulting with Towers Perrin. Katherine also has experience working in funds management with BT Funds Management.

Research Expertise
Focus Area: Accounting and Finance Katherine’s current research interests are in the examination of market efficiency. Markets of interest include financial markets and prediction markets. She is also interested in derivative pricing and quantitative risk measurements.


Qualifications

  • PhD (Accounting and Finance), University of Newcastle
  • Master of Philosophy (Finance), Australian National University
  • Bachelor of Mathematics and Finance, University of Wollongong

Keywords

  • Accounting
  • Derivatives and Risk Management
  • Finance
  • International Finance
  • International Financial Management

Fields of Research

Code Description Percentage
140299 Applied Economics not elsewhere classified 35
159999 Commerce, Management, Tourism and Services not elsewhere classified 65

Professional Experience

UON Appointment

Title Organisation / Department
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Publications

For publications that are currently unpublished or in-press, details are shown in italics.


Journal article (5 outputs)

Year Citation Altmetrics Link
2014 McCredie B, Docherty P, Easton S, Uylangco K, 'The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market', Pacific Basin Finance Journal, 29 261-271 (2014) [C1]

Unlike US and Continental European jurisdictions, Australian monetary policy announcements are not followed promptly by projections materials or comprehensive summaries that expla... [more]

Unlike US and Continental European jurisdictions, Australian monetary policy announcements are not followed promptly by projections materials or comprehensive summaries that explain the decision process. This information is disclosed 2. weeks later when the explanatory minutes of the Reserve Bank board meeting are released. This paper is the first study to exploit the features of the Australian monetary policy environment in order to examine the differential impact of monetary policy announcements and explanatory statements on the Australian interest rate futures market.We find that both monetary policy announcements and explanatory minutes releases have a significant impact on the implied yield and volatility of Australian interest rate futures contracts. When the differential impact of these announcements is examined using the full sample, no statistically significant difference is found. However, when the sample is partitioned based on stable periods and the Global Financial Crisis, a differential impact is evident. Further, contrary to the findings of Kim and Nguyen (2008), Lu et al. (2009), and Smales (2012a), the response along the yield curve, is found to be indifferent between the short and medium terms. © 2014 Elsevier B.V.

DOI 10.1016/j.pacfin.2014.05.001
Citations Scopus - 1Web of Science - 1
Co-authors Paul Docherty, Steve Easton
2013 Easton S, Pinder S, Uylangco K, 'A case study of short-sale constraints and limits to arbitrage', Journal of Banking & Finance, 37 3924-3929 (2013) [C1]
DOI 10.1016/j.jbankfin.2013.07.012
Citations Scopus - 1Web of Science - 1
Co-authors Steve Easton
2010 Easton SA, Uylangco KM, 'Forecasting outcomes in tennis matches using within-match betting markets', International Journal of Forecasting, 26 564-575 (2010) [C1]
DOI 10.1016/j.ijforecast.2009.10.004
Citations Scopus - 1Web of Science - 1
Co-authors Steve Easton
2010 Uylangco KM, Easton SA, Faff R, 'The equity and efficiency of the Australian share market with respect to director trading', Accounting Research Journal, 23 5-19 (2010) [C1]
DOI 10.1108/10309611011060506
Co-authors Steve Easton
2007 Easton SA, Uylangco KM, 'An Examination of In-Play Sports Betting Markets Using One-Day Cricket Matches', Journal of Prediction Markets, 1 93-109 (2007) [C1]
Co-authors Steve Easton
Show 2 more journal articles

Conference (1 outputs)

Year Citation Altmetrics Link
2009 Uylangco KM, Easton SA, Faff R, 'The equity and efficiency of the Australian Share Market with respect to Director Trading', Symposium on the Multiple Facets of Governance. Symposium Program, Newcastle, NSW (2009) [E2]
DOI 10.1108/10309611011060506
Citations Scopus - 2
Co-authors Steve Easton
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Grants and Funding

Summary

Number of grants 1
Total funding $4,803

Click on a grant title below to expand the full details for that specific grant.


20101 grants / $4,803

Foreign Exchange Contracts for Difference in Australia$4,803

Funding body: University of Newcastle

Funding body University of Newcastle
Project Team Doctor Katherine Uylangco
Scheme New Staff Grant
Role Lead
Funding Start 2010
Funding Finish 2010
GNo G1000922
Type Of Funding Internal
Category INTE
UON Y
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Research Supervision

Number of supervisions

Completed1
Current1

Total current UON EFTSL

PhD0.2

Current Supervision

Commenced Level of Study Research Title / Program / Supervisor Type
2013 PhD Return Predictability of Emerging Stock Markets Using Combination Forecast and Regime Switching Models
PhD (Accounting & Finance), Faculty of Business and Law, The University of Newcastle
Co-Supervisor

Past Supervision

Year Level of Study Research Title / Program / Supervisor Type
2015 PhD The Channels of Monetary Policy on Australian Financial Markets
PhD (Accounting & Finance), Faculty of Business and Law, The University of Newcastle
Co-Supervisor
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Dr Katherine Uylangco

Position

Casual Honours Marker
Finance
Newcastle Business School
Faculty of Business and Law

Focus area

Accounting and Finance

Contact Details

Email katherine.uylangco@newcastle.edu.au
Phone 49215229

Office

Room SRS209
Building Social Sciences Building
Location Callaghan
University Drive
Callaghan, NSW 2308
Australia
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