Dr. Wali- Ullah

Associate Professor Department: Economics & Finance Professional Activities: Editor IBA Business Review On-board Status: Available

Work Experience

  • Associate Professor, Research FellowCBER and Editor IBA Business Review at Institute of Business Administration, Karachi (Jun2017 to PRESENT)
  • Associate Professor and Research FellowCBER at Institute of Business Administration, Karachi (Sep2016 to Jun2017)
  • Assistant Professor & Research FellowCBER at Institute of Business Administration, Karachi (Sep2014 to Sep2016)
  • JSPS Postdoctoral Research Fellow at Tohoku University, Sendai (Oct2013 to Aug2014)
  • Research/Teaching Assistant, Econometrics at Tohoku University, Sendai (Oct2010 to Sep2013)
  • LecturerEconomics at Department of Economics at University of Malakand, Pakistan (Sep2007 to Mar2008)
  • LecturerEconomics at Govt. Degree Collage Alpuri, Shangla, Pakistan (Dec2002 to Feb2006)

Education

  • PhD (Economics),, Tohoku University, Sendai, Japan - 2013
  • MPhil (Applied Economics),, University of Karachi - 2008
  • MSc (Economics),, International Islamic University Islamabad - 2000
  • BS (Hons.-Economics),, International Islamic University, Islamabad, Pakistan - 1998

Research Interests

  • Economics,

Courses Taught

  • ADVANCED FINANCIAL ECONOMICS
  • ECONOMETRIC ANALYSIS I
  • ECONOMETRIC ANALYSIS II
  • ECONOMETRICS - 1
  • ECONOMETRICS I
  • ECONOMETRICS II
  • ECONOMIC FORECASTING
  • ECONOMICS RESEARCH PROJECT
  • FINANCIAL ECONOMETRICS
  • FINANCIAL ECONOMICS
  • FIXED INCOME SECURITIES
  • MACROECONOMIC THEORY III
  • MANAGERIAL ECONOMICS
  • MS THESIS
  • TIME SERIES MODELLING

Research Output

  • Dr. Wali- Ullah, Dr. Khadija Malik Bari "The Term Structure of Government Bond Yields in an Emerging Market", Romanian Journal of Economic Forecasting, Oct 05, 2018
  • Dr. Wali- Ullah "Risk Assessment of Equity-based Islamic Shares and Conventional Portfolios", World Islamic Finance Forum (WIFF-2018), Center for Excellence in Islamic Finance (CEIF), IBA, Karachi, Mar 19, 2018, Karachi, Pakistan
  • Dr. Wali- Ullah "Term Structure Forecasting in Affine Framework with Time-Varying Volatility", Statistical Methods & Applications, Aug 01, 2017, Italy
  • Dr. Wali- Ullah "Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors imply Better Out-of-Sample Forecasts?", Journal of Forecasting, Jul 01, 2016
  • Dr. Wali- Ullah, Saba Saleem "Idiosyncratic Volatility and Asset Pricing in Emerging Markets: Case of Karachi Stock Market", 5th International Applied Business Research Conference (IABRC), May 17, 2016, Islamabad, Pakistan
  • Saba Saleem, Dr. Wali- Ullah "Risk Assessment of Islamic Stock Portfolios with CAPM and Multifactor Asset Pricing Model", Islamic Finance Banking & Business Ethics Global Conference (IFBBE 2016), Mar 26, 2016, Lahore, Pakistan
  • Dr. Wali- Ullah "Evolving Corporate Governance and Firms Performance: Evidence from Japanese Firm", Economics of Governance, Mar 18, 2016
  • Dr. Wali- Ullah, Dr. Mohammad Nishat "Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach", Proceedings of 5th Asian Management Research and Case Conference (AMRC), Jan 17, 2016, Dubai
  • Dr. Wali- Ullah, Dr. Mohammad Nishat "Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach", Proceedings of 5th Asian Management Research and Case Conference (AMRC), Jan 16, 2016, Dubai, United Arab Emirates
  • Dr. Mohammad Nishat, Dr. Wali- Ullah "Banks, Stock Market Development and Economic Growth in Pakistan: A Multivariate Causal Linkage Approach", Proceedings of 5th Asian Management Research and Case Conference (AMRC), Jan 16, 2016, United Arab Emirates
  • Dr. Wali- Ullah, Dr. Mohammad Nishat "The Term Structure of Government Bond Yields in an Emerging Market: Empirical Evidence from Pakistan Bond Market", Proceedings Conference on Structural Reforms for Inclusive Development, Mar 17, 2015, Karachi, Pakistan
  • Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda "Generalized Nelson-Siegel Term Structure Model: Do the Second Slope and Curvature Factors Improve the In-Sample Fit and Out-of-Sample Forecast?", Journal of Applied Statistics, Jan 31, 2015
  • Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda "Dynamics of the Term Structure of Interest Rates and Monetary Policy: Is Monetary Policy Effective during Zero Interest Rate Policy?", Journal of Applied Statistics, Mar 31, 2014
  • Shaif Jarallah, Dr. Wali- Ullah "Evolving Corporate Governance and the Dividends Behaviour Regime in Japan", International Review of Economics, Mar 29, 2014
  • Dr. Wali- Ullah, Shahzadah Nayyar Jehan "Evolving Ownership and the Capital Structure Regime in Japan", The Lahore Journal of Business, Dec 31, 2013, Lahore, Pakistan
  • Dr. Wali- Ullah, Yoshihiko Tsukuda, Yasumasa Matsuda "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?", Journal of Forecasting, Dec 30, 2013
  • Dr. Mohammad Nishat, Dr. Wali- Ullah "Financial Reforms and Corporate Finance in Emerging Markets: An Analysis of Dividend Policy among Public Listed Firms in Pakistan", IBA Business Review, Jun 30, 2012, Karachi, Pakistan
  • Shah Khalid, Fazli Rabbi, Dr. Wali- Ullah "How Economic Hardship and Financial Deepening Affect the Inflow of Remittances to Pakistan: Empirical Findings Based on a Bound Test Model", Sarhad Journal of Agriculture (SJA), May 31, 2011, Peshawar, Pakistan
  • Dr. Wali- Ullah, Mehmood Khan Kakar, Rehmatullah Kakar, Wakeel Khan "The Determination of Trade Balance of Pakistan Economy: An ARDL Cointegration Approach", The Lahore Journal of Economics, Jun 30, 2010, Pakistan
  • Samina Khalil, Mehmood Khan Kakar, Dr. Wali- Ullah "Role of Tourism in Economic Growth: Empirical Evidence from Pakistan Economy", The Pakistan Development Review (PDR), Dec 31, 2007, Pakistan

Projects

List to come