Faculty Profile

Dr. Javed Iqbal

Professor

Department: Mathematical Sciences

Specialization: Econometrics and Business Statistics

Onboard Status: Available

Email: jiqbal@iba.edu.pk


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)

Academic Qualification

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

Research Output


Journal Publication(s)

  • 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,Korea, Republic of,SEONGNAM GYEONGGI
  • 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,Korea, Republic of,Seol
  • 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,Pakistan,Peshawar
  • 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,Pakistan,Karachi
  • 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,Pakistan,Peshawar
  • Tayyab Fraz, Dr. Javed Iqbal, Mudassir Uddin ,"Comparing Forecasting Performance of Linear and Non-Linear Time Series Models",Pakistan Business Review,Oct 01, 2019,Pakistan,Karachi
  • 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,Pakistan,Lahore
  • 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,
  • 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,Netherlands,Amsterdam
  • 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,Pakistan,Karachi
  • 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,Pakistan,Karachi
  • Dr. Javed Iqbal ,"Operating Performance and Financial Success: Evidence From Pakistani Companies",Pakistan Business Review,Apr 21, 2015,Pakistan,Karachi
  • Dr. Javed Iqbal, Sara Azher ,"Value-at-Risk and Expected Stock Returns: Evidence from Pakistan",Lahore Journal of Economics,Jan 20, 2015,Pakistan,Lahore
  • Ehsan A. Shaikh, Dr. Javed Iqbal ,"Monetary Approach to Exchange Rate Determination: Empirical Evidence from Pakistan",Pakistan Business Review,Oct 25, 2014,Pakistan,Karachi
  • 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,Pakistan,Karachi
  • 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, 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,Pakistan,Karachi
  • Dr. Javed Iqbal ,"Stock Market in Pakistan: An Overview",Journal of Emerging Market Finance,Mar 31, 2012,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,Pakistan,Karachi
  • 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, 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 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,

Case(s)


    Book(s)


      Conference(s)

      • Dr. Javed Iqbal, Mirza Aqeel Baig ,"Exploring Channels of Economic Linkages of Pakistan'e Economy to the Globe",8th SAICON Conference,Aug 24, 2016,Pakistan,Islamabad
      • Dr. Javed Iqbal, Aqeel Baig ,"Exploring Channels of Economic Linkages of Pakistan's Economy to the Globe",32nd Annual General Meeting and Conference of the Pakistan Society of Development Economists (PSDE),Dec 13, 2016,Pakistan,Islamabad
      • Dr. Javed Iqbal ,"Does Gold Hedge Stock Market, Inflation and Exchange Rate Risk: An Econometric Investigation",7th South Asian International Conference,Aug 19, 2015,Pakistan,Islamabad
      • 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,Pakistan,Karachi
      • 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,Pakistan,Karachi
      • 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,United States,Boston
      • 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,Pakistan,Lahore
      • 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,Pakistan,Karachi
      • 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,Australia,Merysville, Victoria
      • Dr. Javed Iqbal ,"Forecasting Methods: A Comparative Analysis",Proceeding Eighth Statistics Seminar 2001,Mar 15, 2001,Pakistan,Karachi

      Other(s)

      • 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, 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,

      Projects

      List to come