Abdul Rashid

Room: 109
Consultation and feedback times: Fridays 12:00-14:00hrs
Telephone: +44(0) 114 2223421
Fax: +44(0) 114 2223458
Email: ecp09ar@sheffield.ac.uk

Abdul received his M.Phil in Financial Economics from Institute of Business Management, Pakistan and his MAS in Economics from Applied Economics Research Centre (AERC), Pakistan. Currently, he is a PhD student at the University of Sheffield, UK.

Teaching

• ECN201 Microeconomics Principles

Research Interests

• Financial Economics
• International Finance
• Applied Macroeconomics

PhD Thesis

"The Impact of Macroeconomic Fluctuations on Capital Structure in UK Private and Public Companies"

Selected Publications

• Testing the Modified-Combined PPP and UIP Hypothesis in South Asian Economies, Applied Econometrics and International Development, Volume 9, Number 1, January-June 2009
• Badla Financing, Stock Returns and Volatility: The Case Study of Karachi Stock Exchange, The Empirical Economics Letters, Volume 7, Number 7, 2008
• Forecasting Stock Price Volatility: An Evaluation of Linear vs. Nonlinear Methods, International Research Journal of Finance and Economics, Issue 20, 2008
• Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break, Savings and Development, Volume XXXII, Number 1, 2008
• Dynamic Interaction between Exchange Rates and Stock Prices: Evidence from Mean and Regime Switching Models, Global Economy and Finance Journal, Volume 1, 2008
• Non-linear PPP in South Asia and China, Economics Bulletin, Volume 6, 2008.
  Stock Prices and Trading Volume: An Assessment for Linear and Nonlinear Granger Causality, Journal of Asian Economics, Volume 18, Number 4, August 2007
  
• Public-Private Investment Linkages in Pakistan: A Multivariate Cointegration Analysis, South Asia Economic Journal, Volume 7, Number 2, September 2006