6
H index
5
i10 index
174
Citations
Institute of Business Administration | 6 H index 5 i10 index 174 Citations RESEARCH PRODUCTION: 13 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY: 23 years (2001 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/piq10 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Javed Iqbal. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Lahore Journal of Economics | 3 |
Journal of Emerging Market Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 12 |
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 2 |
Year | Title of citing document |
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2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper |
2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper |
2023 | Do gold prices respond more to uncertainty shocks at the zero lower bound?. (2023). Tee, Kai-Hong ; Miao, Xinru ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007687. Full description at Econpapers || Download paper |
2024 | Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611. Full description at Econpapers || Download paper |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8. Full description at Econpapers || Download paper |
2023 | Population aging and working hour impacts on occupational accidents: evidence from Japan. (2023). Mehrizi, Fatemeh Zarezadeh ; Taghizadeh-Hesary, Farhad ; Pourrostami, Nahid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09526-4. Full description at Econpapers || Download paper |
2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper |
2023 | Relative Signed Jump and Future Stock Returns. (2023). Ullah, Wali ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:25-45. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | How Pakistani Industries Respond to Local and World Business Cycles In: Asian Economic and Financial Review. [Full Text][Citation analysis] | article | 0 |
2024 | ASYMMETRIC EFFECTS OF LOCAL AND GLOBAL BUSINESS CYCLE VARIATIONS ON THE SECTORAL INDUSTRIAL PRODUCTION IN SINGAPORE In: Studies in Business and Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
2008 | Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2007 | Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 11 |
2017 | Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 71 |
2010 | Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2005 | Arbitrage Pricing Theory: Evidence From An Emerging Stock Market In: Lahore Journal of Economics. [Full Text][Citation analysis] | article | 1 |
2005 | Arbitrage pricing theory: evidence from an emerging stock market.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Value-at-Risk and Expected Stock Returns: Evidence from Pakistan In: Lahore Journal of Economics. [Full Text][Citation analysis] | article | 3 |
2017 | Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets In: Lahore Journal of Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2011 | Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2008 | Stock Market in Pakistan: An Overview In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2001 | Aggregate import demand function for Pakistan: a co-integration approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2005 | Impact of trade openness on output growth for Pakistan: an empirical investigation In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
2001 | Forecasting methods: a comparative analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Forecasting Performance of Alternative Error Correction Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2011 | Stock price reaction to earnings announcement: the case of an emerging market In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2006 | Market for statisticians in developing economies: The case study of Pakistan’s corporate sector In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2012 | Stock Market in Pakistan In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 28 |
2018 | Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team