Irfan Akbar Kazi
Telephone: (33) 06 74 65 86 90
Languages: English, French, Turkish, Sindhi, Urdu.
Thesis Topic: A comparative analysis of the effect of Credit derivatives use on monetary policy
transmission in developed countries.
Research Interest: Derivatives / Financial Structured Products, Financial Crisis, Stock Markets,
and Monetary Policy
PhD supervisor: Prof. Michel BOUTILLIER
Education:
2007- : PhD thesis in Finance/Economics
[University of Paris X-Nanterre,France]
2006-2007: MS: Bank Money and Markets (BMM)
[University of Paris X-Nanterre,France]
[University of Paris X-Nanterre,France]
2001-2002: Master of Science in Software Development
[University de Huddersfield, UK]
1999-2000: Master of Business Administration (MBA)
[Institute of Business Administration, Pakistan]
Working Papers:
1. The changing international transmission of us monetary
policy shocks: is there evidence of contagion effect on OECD countries. (in
collaboration with Mlle. Wagan and Farhan Akbar) July 2011
2. 2. OECD Stock Markets Volatility: a Markov Regime
Switching Approach. (in collaboration with Farhan Akbar and Khaled Guesmi) June 2011
3. 3. Contagion Effect of Financial Crisis on OECD
Stock Markets. (in collaboration with Khaled Guesmi and Olfa Kaabia) February
2011
4. Value-at-Risk Methodologies for analysis of exchange rate risk exposure related
to external debt portfolio of Pakistan. (in collaboration with Prof.
Thierry Chauveau and Farhan Akbar) June 2011.
5. Identifying interdependency among
monetary policy, exchange rates, REITs, and stock markets during the period of
global financial crisis (2008-2009).
(in collaboration with Mlle. Wagan and Mr. Farhan Akbar) September 2011 in
process of publication by Economic Bulletin http://www.economicsbulletin.com/
6. Active portfolio strategy to manage exchange rate
risk exposure related to external debt portfolio of Pakistan – Using Dynamic
Correlations. (in collaboration with Prof. Thierry Chauveau and Farhan Akbar)
September 2011.
Research articles at the
verge of completion:
1. Energy price relationships and extreme risk
spillover. (in collaboration with Marc Joets and Prof. Sessi Tokpavi) – since September
2011 expected to be completed in November 2011
2. An analysis of
exchange rate risk exposure related to external debt portfolio of Pakistan – An
application of Copula Theory. (in collaboration with Mr. Farhan Akbar and
Mlle. Rihab Bedoui) In process since September 2011.