• 6 Citations
  • 1 h-Index
20112017
If you made any changes in Pure these will be visible here soon.

Personal profile

Biography

Dr Niklewski is a Senior Lecturer in Finance and a Finance Subject Lead in the School of Economics, Finance and Accounting at Coventry University. He organises a research seminar series for the School. In addition, he acts as an external examiner for the University of Plymouth.

He gained his undergraduate degree in Computer Science and his postgraduate degree in Management and Marketing majoring in Small Business Economics and Management at Gdansk University of Technology. He subsequently moved to Coventry University to undertake an MSc in Investment Management followed by a PhD in Finance and a PgCert in Academic Practice in Higher Education. During his education, he received several awards and scholarships.

Dr Niklewski is a Senior Fellow of Higher Education Academy (SFHEA) and Associate Member (ACSI) of Chartered Institute of Securities and Investments (CISI).

His research is diverse and focuses on international financial markets, portfolio management, multivariate GARCH modelling, housing markets, and corporate social responsibility. He has a number of research outputs and publications in these areas. Dr Niklewski has contributed to international conferences and served as an ad hoc reviewer for international academic journals.

Research Interests

International financial markets; Portfolio management; Multivariate GARCH modelling; Corporate social responsibility

External positions

External Examiner, Plymouth University

1 Aug 201630 Nov 2020

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 3 Similar Profiles
Diversification Business & Economics
Portfolio management Business & Economics
Financial crisis Business & Economics
Multivariate GARCH Business & Economics
Africa Business & Economics
Index funds Business & Economics
House prices Business & Economics
Costs Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2011 2017

  • 6 Citations
  • 1 h-Index
  • 5 Article
  • 2 Chapter
Natural resources
Euro zone
Emerging markets
Contagion
Capital asset pricing

The Portfolio Diversification Benefits of Frontier Markets: An Investigation Into Regional Effects

Andrikopoulos, P., Niklewski, J. & Rodgers, T. 2016 Handbook of Frontier Markets: Evidence from Middle East, North Africa and International Comparative Studies. Andrikopoulos, P., Gregoriou, G. N. & Kallinterakis, V. (eds.). London, UK.: Academic Press, Vol. 2, p. 163-192 29 p.

Research output: Research - peer-reviewChapter

Regional effects
Portfolio diversification
Diversification benefits
Non-normality
Copula
Open Access
File
Generalized autoregressive conditional heteroscedasticity
Modeling
Stock index
GJR-GARCH Model
Asymmetric volatility
6 Citations
Open Access
File
House prices
Interest rates
Financial crisis
Housing market
Mortgage rates

International Portfolio Diversification and the 2007 Financial Crisis

Niklewski, J. & Rodgers, T. 2013 Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Batten, J. A., MacKay, P. & Wagner, N. (eds.). Basingstoke: Palgrave Macmillan UK, p. 225-252 28 p.

Research output: Research - peer-reviewChapter

Stock selection
Financial crisis
International portfolio diversification
Managers
Investors

Activities 2010 2017

  • 17 Participation in conference

Faculty of Business and Law annual Internal Research Conference 2017

Niklewski, J. (Session Chair)
29 Jun 201730 Jun 2017

Activity: Participation in conference

7th International Conference of the Financial Engineering and Banking Society (FEBS)

Niklewski, J. (Session Chair)
1 Jun 20173 Jun 2017

Activity: Participation in conference

9th FBL Internal Research Conference

Niklewski, J. (Speaker)
30 Jun 2016

Activity: Participation in conference

6th International Conference of the Financial Engineering and Banking Society (FEBS)

Niklewski, J. (Speaker)
10 Jun 201612 Jun 2016

Activity: Participation in conference

BES Internal Research Conference

Niklewski, J. (Speaker)
30 Jun 2015

Activity: Participation in conference