Personal profile

Biography

I am a Senior Lecturer in Finance and an Academic Course Director of the Undergraduate Finance Degrees in the School of Economics, Finance and Accounting at Coventry University. I organise the Economics, Finance and Accounting Research Seminar Series.

I gained my undergraduate degree in Computer Science and my postgraduate degree in Management and Marketing majoring in Small Business Economics and Management at Gdansk University of Technology. I 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 my education I received several awards and scholarships.

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

 

Research:

My research is diverse and focuses on: International Financial Markets, Portfolio Management, Multivariate GARCH Modelling, Housing Markets, Corporate Social Responsibility, and Banking Efficiency. I have a number of research outputs and publications in these areas.

 

Area of Expertise:

Econometrics

Research Interests

Econometrics; Housing market; Banking efficiency; Portfolio management; Multivariate GARCH modelling; International financial markets; 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.

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

Research Output 2011 2017

Contagion
Editing
Peer review
Natural resources
Quality control

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: Chapter in Book/Report/Conference proceedingChapter

Copula
Isolation
Value at risk

Forecasting the Jordanian stock index: modelling asymmetric volatility and distribution effects within a GARCH framework

Al-Hajieh, H., AlNemer, H., Rodgers, T. & Niklewski, J. 2015 In : Copernican Journal of Finance and Accounting. 4, 2, p. 9-26

Research output: Contribution to journalArticle

Modeling
Testing
Attribution
Confidence set
Normal distribution
6 Citations
Financial crisis
Interest rates
England
Structural breaks
Wales

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: Chapter in Book/Report/Conference proceedingChapter

Financial crisis
Managers
Diversification
Reward

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

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

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

Activity: Participation in conference

9th FBL Internal Research Conference

Niklewski, J. (Speaker)
30 Jun 2016

Activity: Participation in conference

5th International Conference of the Financial Engineering and Banking Society (FEBS)

Niklewski, J. (Session Chair)
11 Jun 201513 Jun 2015

Activity: Participation in conference