Dr Kavita Sirichand


  • Senior Lecturer in Financial Economics

Expertise: applied financial economics and macroeconomics; time series econometrics; forecasting

Research groups and centres

Kavita is a Senior Lecturer in Financial Economics at Loughborough Business School. She has previously held positions as an Associate Lecturer at the University of Leicester and a Visiting Lecturer at Brunel University.

Kavita teaches at both the undergraduate and postgraduate level, and currently teaches:


  • BSB027: Financial Markets and Derivatives Fundamentals
  • BSP052: Financial Theory and Policy
  • BSP435: Financial Trading
  • BSP432: Global Investment Analysis

Kavita's research interests lie in the areas of applied financial economics and macroeconomics, time series econometrics and forecasting. In particular, her current work is concerned with the term structure of interest rates, asset return predictability in the context of portfolio composition choice, density forecasting, forecast uncertainties and evaluation, and inflation persistence and dynamics.

  • Coleman, S., and Sirichand, K., “Fractional Integration and Volatility in Interest Rates”, 2012, Economic Letters, Vol. 116, Issue 3, pp. 381-384.
  • Coleman, S. and Sirichand, K., “Investigating Multiple Changes in Persistence in International Yields”, 2015, Economic Issues, Vol. 20, Part 1, pp. 65-90.
  • Sirichand, K., Vivian, A. and Wohar, M. E., “Examining real interest parity: which component reverts quickest and in which regime”, 2015, International Review of Financial Analysis, Vol. 39, pp. 72-83.
  • Sirichand, K. and Coleman, S., “International yield curve comovements: impact of the recent financial crisis”, 2015, Applied Economics, Vol. 47, Issue 43, pp. 4561–4573.
  • Sirichand, K. and Hall, S., “Decision-Based Forecast Evaluation of UK Interest Rate Predictability”, 2016, Journal of Forecasting, Vol. 35, Issue 2, pp. 93-112.