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Leslie Djuranovik

About me

I had submitted my thesis under the supervision of Professor Söhnke M. Bartram and Professor Anthony Garratt. I successfully defended the thesis in front of Professor Philippe Mueller of Warwick Business School and Professor Nikolai Roussanov of The Wharton School.

In summer 2019 the Senate of the University of Warwick resolved that I be awarded a Doctor of Philosophy in Finance.

I have been joining the central bank of Indonesia since early 2019, contributing the expertise I gained during the PhD training to shape the monetary policy in an emerging market.

Research Interests

International finance, macro finance, exchange rates economics

Working Paper

Bartram, S. M., Djuranovik, L. and Garratt, A. (2019). Currency Anomalies

This paper studies widely used investment strategies in currency markets, commonly referred to as currency anomalies. It sets itself apart from a developing literature in the area by exploring behavioral bias of currency anomalies. Using real-time data for a comprehensive set of currencies and anomaly strategies, we provide evidence supporting behavioral explanations for currency anomalies, as opposed to them being the result of data mining or capturing risk premia.

Other Publication

Djuranovik, L. (2014). The Indonesian macroeconomy and the yield curve: A dynamic latent factor approach. Journal of Asian Economics, 34, 1-15

Contact

You can please reach me at leslie.djuranovik [at] mail.wbs.ac.uk

Resume

LinkedIn Profile

leslie_phd_finance

Teaching Experience

At WBS, I participated actively with the faculty to teach Finance courses for both undergraduate and postgraduate students. Below are details of the courses.

2017-2018
  • (Postgraduate) IB9Y0 Financial Markets and Instruments

2016-2017
  • (Postgraduate) IB9Y0 Financial Markets and Instruments
  • (Undergraduate) IB125 Foundations of Financial Management
2015-2016
  • (Undergraduate) IB132 Foundations of Finance
  • (Undergraduate) IB394 International Financial Management