Dr. Javed Iqbal

Professor Department: Mathematical Sciences Professional Activities: On-board Status: Available

Work Experience

  • Professor at Institute of Business Administration, Karachi (Mar-2021 to PRESENT)
  • Associate Professor at University of Karachi (Jan-2017 to Mar-2021)
  • Assistant Professor at Institute of Business Administration, Karachi (Jun-2014 to Mar-2015)
  • Associate Professor at Institute of Business Administration (Jan-2014 to Jan-2017)
  • Visiting Faculty at Sukkur IBA University (Jan-2013 to Dec-2014)
  • Visiting Faculty at Institute of Business Administration, Karachi (Jan-2010 to PRESENT)
  • Assistant Professor at University of Karachi (Jan-2008 to Jun-2014)
  • Tutor/ Sessional Staff Member,Department of Econom at at Monish University, Melbourne, Australia (Jul-2005 to Oct-2008)
  • Lecturer at at University of Karachi (Mar-2001 to Nov-2008)
  • Lecturer at at F.G. Sir Syed College, Rawalpindi (Sep-1999 to Feb-2001)

Education

  • PhD (Econometrics and Business Statistics), Monash University, Australia - 2008
  • MAS (Applied Economics), University of Karachi - 1997
  • MA , University of Karachi - 1997
  • MSc (Statistics), University of Karachi - 1995
  • BSc , DJ SCIENCE GOVT COLLEGE - 1993

Research Interests

  • Econometrics and Business Statistics

Courses Taught

  • APPLIED ECONOMETRICS I
  • APPLIED ECONOMETRICS-II
  • ECONOMETRICS
  • ECONOMETRICS II
  • FINANCIAL ECONOMETRICS
  • FINANCIAL TIME SERIES
  • FINAL YEAR ECONOMICS PROJECT
  • GENERALIZED LINEAR MODELS
  • INTRODUCTION TO ECONOMETRICS
  • INTRODUCTION TO STATISTICS
  • MATHEMATICAL STATISTICS AND LINEAR ALGEBRA
  • PROBABILITY THEORY
  • REGRESSION ANALYSIS & EXPERIMENT DESIGN
  • STATISTICAL INFERENCE

Research Output

  • Usama Ehsan Khan, Dr. Javed Iqbal "The Relationship between Default Risk and Asset Pricing: Empirical Evidence from Pakistan", Journal of Asian Finance, Economics and Business, Mar 10, 2021, Seol, Korea, Republic of
  • Tanzeela Yaqoob, Dr. Javed Iqbal "Are Precious Metals Hedge Against Financial and Economic Variables?: Evidence from Cointegration Tests", The Journal of Asian Finance, Economics and Business, Jan 30, 2021, SEONGNAM GYEONGGI, Korea, Republic of
  • Mirza Aqeel Baig, Shahida Wizarat, Dr. Javed Iqbal "How Pakistani Industries Respond to Local and World Business Cycles", Asian Economic and Financial Review, Dec 22, 2020, Karachi, Pakistan
  • Tayyab Raza Fraz, Dr. Javed Iqbal, Mudassir Uddin "How well do linear and nonlinear time series models’ forecasts compete with international economic organizations?", Business & Economic Review, Sep 30, 2020, Peshawar, Pakistan
  • Usama Ehsan Khan, Dr. Javed Iqbal, S Faizan Iftikhar "The Riskiness of Risk Models: Assessment of Bankruptcy Risk of Non-Financial Sector of Pakistan", Business & Economic Review, Jun 30, 2020, Peshawar, Pakistan
  • Tayyab Fraz, Dr. Javed Iqbal, Mudassir Uddin "Comparing Forecasting Performance of Linear and Non-Linear Time Series Models", Pakistan Business Review, Oct 01, 2019, Karachi, Pakistan
  • Sara Azher, Dr. Javed Iqbal "Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-Risk and Illiquidity", Journal of Emerging Market Finance, Jun 21, 2018, India
  • Zohaib Aziz, Dr. Javed Iqbal "Testing Dynamic Linkages of Pakistani Stock Market with Regional and Global Markets", Lahore Journal of Economics, Feb 20, 2017, Lahore, Pakistan
  • Dr. Javed Iqbal, Aqeel Baig "Exploring Channels of Economic Linkages of Pakistans Economy to the Globe", 32nd Annual General Meeting and Conference of the Pakistan Society of Development Economists (PSDE), Dec 13, 2016, Islamabad, Pakistan
  • Dr. Javed Iqbal "Does Gold Hedge Stock Market, Inflation and Exchange Rate Risks: An Econometric Investigation", International Review of Economics and Finance, Nov 21, 2016, Netherlands
  • Tanzeela Yaqoob, Dr. Javed Iqbal, Mudassir Uddin "Hedging Stock Market, Inflation and Exchange Rate Risks: Precious Metals", Pakistan Journal of Applied Economics, Oct 20, 2016, Karachi, Pakistan
  • Dr. Javed Iqbal, Mirza Aqeel Baig "Exploring Channels of Economic Linkages of Pakistane Economy to the Globe", 8th SAICON Conference, Aug 24, 2016, Islamabad, Pakistan
  • Sara Azhar, Dr. Javed Iqbal "Pricing of Foreign Exchange Risk and Market Segmentation: Evidence from Pakistan’s Equity Market", Journal of Asian Economics, Mar 28, 2016, Amsterdam, Netherlands
  • Zohaib Aziz, Dr. Javed Iqbal "Forecasting Pakistan’s Stock Market Volatility with Macroeconomic Variables: Evidence from the Multivariate GARCH Model", Pakistan Journal of Applied Economics, Feb 20, 2016, Karachi, Pakistan
  • Dr. Javed Iqbal "Does Gold Hedge Stock Market, Inflation and Exchange Rate Risk: An Econometric Investigation", 7th South Asian International Conference, Aug 19, 2015, Islamabad, Pakistan
  • Dr. Javed Iqbal "Operating Performance and Financial Success: Evidence From Pakistani Companies", Pakistan Business Review, Apr 21, 2015, Karachi, Pakistan
  • Dr. Javed Iqbal, Sara Azher "Value-at-Risk and Expected Stock Returns: Evidence from Pakistan", Lahore Journal of Economics, Jan 20, 2015, Lahore, Pakistan
  • Ehsan A. Shaikh, Dr. Javed Iqbal "Monetary Approach to Exchange Rate Determination: Empirical Evidence from Pakistan", Pakistan Business Review, Oct 25, 2014, Karachi, Pakistan
  • Dr. Javed Iqbal, Faraz Ahmed Farooqi "Stock price reaction to earnings announcement: The case of an emerging market", Journal of Independent Studies and Research, Jun 01, 2014, Karachi, Pakistan
  • Dr. Javed Iqbal "Linkages of South Asian economies to the globe: A canonical correlation approach", "12 International Conference in Statistical Sciences" Organized by Dow University of Health Sciences Karachi and ISOSS on 24-26 March 2014. Paper also presented at the 8th Mathematics Colloquium, Institute of Business Management Karachi, Mar 24, 2014, Karachi, Pakistan
  • Muhammad Najam Uddin, Dr. Javed Iqbal "Forecasting Accuracy of Error Correction Models: International Evidence for Monetary Aggregate M2", Journal of International and Global Economic Studies, Jun 01, 2013, United States
  • Dr. Javed Iqbal, Sara Azher, Ayesha Ijaz "Predictive Ability of Value-at-Risk Methods: Evidence form the Karachi Stock Exchange-100 Index", The IUP Journal of Financial Risk Management, Mar 15, 2013, India
  • Dr. Javed Iqbal, Sadia Alam "Does Stock Market Volatility Originate from Macro Shocks? Empirical Evidence from South Asian Equity Markets", 7th Mathematics Colloquium, Institute of Business Management Karachi, Mar 09, 2013, Karachi, Pakistan
  • Dr. Javed Iqbal "Do Local and Global Macroeconomic Variables Help Forecast Volatility of Pakistani Stock Market?", 32nd International Symposium on Forecasting, Boston USA, Jul 24, 2012, Boston, United States
  • Dr. Javed Iqbal, mariam Javed "Do Local and Global Macroeconomic Variables help Forecast Volatility of Pakistani Stock Market?", Pakistan Journal of Engineering, Technology and Sciences, Jun 30, 2012, Karachi, Pakistan
  • Dr. Javed Iqbal "Stock Market in Pakistan: An Overview", Journal of Emerging Market Finance, Mar 31, 2012, United States
  • Dr. Javed Iqbal "Forecasting Performance of Alternative Error Correction Models-Revised Version", 3rd SAICON International Conference, Pearl Continental Hotel Lahore, Organized by COMSATS Institute of Information and Technology, Dec 28, 2011, Lahore, Pakistan
  • Dr. Javed Iqbal, Robert D Brooks, Don UA Galagedera "Testing the Lower Partial Moment Asset Pricing Models in Emerging Markets", in: G.N. Gregoriou and R. Pascalau (Eds.) "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", Jul 31, 2011, United States
  • Dr. Javed Iqbal, Faraz Ahmed Farooqi "Stock Price Reaction to Earnings Announcement: The Case of an emerging market", Journal of Independent Studies and Research, Jan 01, 2011, Karachi, Pakistan
  • Dr. Javed Iqbal, Robert D. Brooks, Don UA Galagedera "Testing Conditional Asset Pricing Models: An Emerging Market Perspective", Journal of International Money and Finance, Sep 01, 2010, Netherlands
  • Dr. Javed Iqbal "The Predictive Ability of Value-at-Risk Models: Applications to KSE-100 Index Portfolio”", 4th Mathematics Colloquium on Risk Management: Applications in Actuarial Science, Business, Computer Science, Economics, Finance and Management, Organized by Institute of Business Management, Mar 13, 2010, Karachi, Pakistan
  • Dr. Javed Iqbal, Robert D Brooks, Don UA Galagedera "Asset Pricing with Higher Order Co-Moments and Alternative Factor Models: The Case of an Emerging Market", in "Emerging Markets: Performance, Analysis and Innovation". G.N. Gregoriou (Ed.), Book Chapter 25, Jan 30, 2010, United States
  • Dr. Javed Iqbal, Rober D Brooks, Don UA Galagedera "Multivariate Tests of Asset Pricing: Simulation Evidence from an Emerging Market", Applied Financial Economics, Jan 29, 2010, England
  • Dr. Javed Iqbal, Robert D Brooks "A Test of CAPM on the Karachi Stock Exchange", International Journal of Business, Dec 30, 2007, United States
  • Dr. Javed Iqbal, Robert Brooks, Don Galagedera "Asset Pricing in Emerging Markets: An Examination of Higher Order-Co-moments and Alternative Factor Models", Proceedings of 12th Doctoral Conference, Faculty of Business and Economics, Monash University, Oct 24, 2007, Merysville, Victoria, Australia
  • Dr. Javed Iqbal, Robert D Brooks "Alternative Beta Risk Estimators and Asset Pricing Tests in Emerging Markets: The Case of Pakistan.", Journal of Multinational Financial Management, Mar 31, 2007, Netherlands
  • Dr. Javed Iqbal "Forecasting Methods: A Comparative Analysis", Proceeding Eighth Statistics Seminar 2001, Mar 15, 2001, Karachi, Pakistan

Projects

List to come