Français    Intranet

Irfan Akbar Kazi

<< Retour


 
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]
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.
 
 
 

<< Retour