Household mortgage choice: theoretical and empirical evidence. A house is often the largest component of household assets, and financing its purchase involves choosing a mortgage product from many alternatives. Inefficiencies and incompleteness in mortgage markets have important consequences. This project uncovers theoretical and empirical evidence on why Australians choose particular mortgage products.
Detecting financial contagion using high frequency data. Financial crises spread extraordinarily quickly. However, existing tools for measuring this spread use relatively low frequency data. This project develops tools for measuring and detecting periods of stress and the effects of financial contagion in financial markets, using high frequency data based on recorded transaction prices.
Understanding the Behaviour and Impact of Bond Markets. An improved understanding of the way in which the timing of transactions on financial markets interact enables better choices to be made in terms of designing market systems and conventions. The US Treasury market is arguably the most important market in the world, and uses an expandable limit order book. Better understanding of this market will help in choices about new system design, and in how news transmitted through this market may im ....Understanding the Behaviour and Impact of Bond Markets. An improved understanding of the way in which the timing of transactions on financial markets interact enables better choices to be made in terms of designing market systems and conventions. The US Treasury market is arguably the most important market in the world, and uses an expandable limit order book. Better understanding of this market will help in choices about new system design, and in how news transmitted through this market may impact on other markets. In particular this project will consider the role of the microstructure of the US Treasury market in the 2007-2008 financial crisis.Read moreRead less
A Biologically Responsive and Anatomically Authentic Human Nasal Model. As respiratory conditions caused by pollutants and viruses become more prevalent, human nasal models to study infection/protection mechanisms and nasal drug/vaccine delivery are increasingly important. This project aims to develop a world-first human nasal model to mimic both anatomical and biological aspects of the nasal cavity and predict the distribution and deposition of fine particles and the resultant biological respon ....A Biologically Responsive and Anatomically Authentic Human Nasal Model. As respiratory conditions caused by pollutants and viruses become more prevalent, human nasal models to study infection/protection mechanisms and nasal drug/vaccine delivery are increasingly important. This project aims to develop a world-first human nasal model to mimic both anatomical and biological aspects of the nasal cavity and predict the distribution and deposition of fine particles and the resultant biological response from the nasal mucosa. The aim is to overcome a key fabrication challenge - to 3D print an anatomically accurate nasal construct with a porous wall on which to grow and mature functional nasal tissue that lines a nasal cavity wall. The benefit would be enabling faster development of more targeted drugs and vaccines.Read moreRead less