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Contributor Name: Andrew S. Duncan

Andrew S. Duncan is a Senior Quantitative Analyst for FRTB at the Westpac Institutional Bank experienced in Investment Banking, Economic Research, and Tertiary Education with specialties in Python, derivatives markets and products, Market Risk, Fair Value Adjustments, and quantitative modeling. He obtained a Ph.D. in Economics from the University of Johannesburg.

publication
Working Paper
Alain Kabundi, Andrew S. Duncan
Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
publication
Working Paper
Alain Kabundi, Andrew S. Duncan
Volatility Spillovers across South African Asset Classes during Domestic and Foreign Fi...
publication
Working Paper
Andrew S. Duncan, Guangling Dave Liu
Modelling South African Currency Crises as Structural Changes in the Volatility of the ...
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