Dr. Javed Iqbal

Associate Professor Associate Professor at Institute of Business Administration (Mar-2015 to PRESENT) Department: Mathematical Sciences Professional Activities: On-board Status: Available

Work Experience

  • Associate Professor at University of Karachi (Jan2017 to PRESENT)
  • Assistant Professor at Institute of Business Administration, Karachi (Jun2014 to Mar2015)
  • Associate Professor at Institute of Business Administration (Jan2014 to Jan2017)
  • Visiting Faculty at Sukkur IBA University (Jan2013 to Dec2014)
  • Visiting Faculty at Institute of Business Administration, Karachi (Jan2010 to PRESENT)
  • Assistant Professor at University of Karachi (Jan2008 to Jun2014)
  • Tutor/ Sessional Staff Member,Department of Econom at at Monish University, Melbourne, Australia (Jul2005 to Oct2008)
  • Lecturer at at University of Karachi (Mar2001 to Nov2008)
  • Lecturer at at F.G. Sir Syed College, Rawalpindi (Sep1999 to Feb2001)

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
  • ECONOMETRICS
  • FINANCIAL ECONOMETRICS
  • FINANCIAL TIME SERIES
  • GENERALIZED LINEAR MODELS
  • INTRODUCTION TO ECONOMETRICS
  • INTRODUCTION TO STATISTICS
  • MATH STAT & LINEAR ALGEBRA
  • Probability Theory
  • REGRESSION ANALYSIS & ED
  • STATISTICAL INFERENCE

Research Output

  • 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), , Islamabad, 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
  • 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
  • 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
  • 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. [Published as an edited book chapter]", Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures edited G.N. Gregoriou and R. Pascalau, 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. [Published as an edited book chapter ]", Emerging Markets: Performance, Analysis and Innovation. Book Chapter 25, ed G.N. Gregoriou., 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