IDEAS home Printed from https://ideas.repec.org/e/pup13.html
   My authors  Follow this author

Jamshed Y. Uppal

Personal Details

First Name:Jamshed
Middle Name:Y.
Last Name:Uppal
Suffix:
RePEc Short-ID:pup13
[This author has chosen not to make the email address public]
http://faculty.cua.edu/uppal

Affiliation

School of Business and Economics
Catholic University of America

Washington, District of Columbia (United States)
http://business.cua.edu/

: (202) 319-5236
(202) 319-4426
620 Michigan Avenue NE, Washington, DC 20064
RePEc:edi:decuaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ehsan Ahmed & J. Barkley Rosser, Jr. & Jamshed Y. Uppal, 2017. "Financialization and speculative bubbles - International evidence," CAMA Working Papers 2017-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Husain, Fazal & UPPAL, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.

Articles

  1. Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.
  2. Jamshed Y. Uppal & Syeda Rabab Mudakkar, 2014. "Mitigating Vulnerability to Oil Price Risk— Applicability of Risk Models to Pakistan’s Energy Problem," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(3), pages 293-308.
  3. Inayat U. Mangla & Jamshed Y. Uppal, 2014. "Macro-economic Policies and Energy Security—Implications for a Chronic Energy Deficit Country," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(3), pages 255-273.
  4. Jamshed Y. Uppal & Inayat Ullah Mangla, 2013. "Extreme loss risk in financial turbulence – evidence from the global financial crisis," Managerial Finance, Emerald Group Publishing, vol. 39(7), pages 653-666, June.
  5. Mudakkar, Syeda Rabab & Uppal, Jamshed Y. & Zaman, Khalid & Naseem, Imran & Shah, Ghias Ud Din, 2013. "Foreign exchange risk in a managed float regime: A case study of Pakistani rupee," Economic Modelling, Elsevier, vol. 35(C), pages 409-417.
  6. Jamshed Y. Uppal & Syeda Rabab Mudakkar, 2013. "Human Development and Economic Uncertainties: Exploring Another Dimension of Development," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(Special E), pages 305-334, September.
  7. Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012. "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 399-417.
  8. Jamshed Y. Uppal, 2011. "Government Budget Deficits and the Development of the Bond Market in Pakistan: Issues and Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 159-198, September.
  9. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.
  10. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.
  11. Jamshed Y. Uppal, 2009. "The Role of Satellite Stock Exchanges: A Case Study of the Lahore Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(2), pages 1-47, Jul-Dec.
  12. Jamshed Y. Uppal, 2007. "Role of Securities Law in the Development of Domestic Corporate Bond Markets," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 75-88.
  13. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Market Volatility, Manipulation, and Regulatory Response: A Comparative Study of Bombay and Karachi Stock Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1071-1083.
  14. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.
  15. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.
  16. Jamshed Y. Uppal & I.U. Mangla, 1996. "Accessing International Capital: Pakistan’s Experience, Prospects, and Policy Implications," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 35(4), pages 929-941.
  17. Jamshed Y. Uppal, 1993. "The Internationalisation of the Pakistani Stock Market: An Empirical Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(4), pages 605-618.
  18. Tse, K S Maurice & Uppal, Jamshed & White, Mark A, 1993. "Downside Risk and Investment Choice," The Financial Review, Eastern Finance Association, vol. 28(4), pages 585-605, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Husain, Fazal & UPPAL, Jamshed, 1999. "Stock Returns Volatility in an Emerging Market: The Pakistani Evidence," MPRA Paper 5270, University Library of Munich, Germany.

    Cited by:

    1. Syed Adeel Hussain, 2013. "Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market - KSE 100 Index over a selective time period," 2013 Papers phu395, Job Market Papers.
    2. Ushna Akber & Nabeel Muhammad, 2014. "Is Pakistan Stock Market Moving towards Weak-Form Efficiency? Evidence from The Karachi Stock Exchange and the Random Walk Nature of Free-Float of Shares of KSE 30 Index," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(6), pages 808-836, June.
    3. Akber, Ushna & Muhammad, Nabeel, 2013. "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper 49128, University Library of Munich, Germany.
    4. Abid Hameed & Hammad Ashraf, 2006. "Stock Market Volatility and Weak-form Efficiency: Evidence from an Emerging Market," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1029-1040.
    5. Iqbal, Javed & Haider, Aziz, 2005. "Arbitrage pricing theory: evidence from an emerging stock market," MPRA Paper 8699, University Library of Munich, Germany.

Articles

  1. Inayat U. Mangla & Jamshed Y. Uppal, 2014. "Macro-economic Policies and Energy Security—Implications for a Chronic Energy Deficit Country," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(3), pages 255-273.

    Cited by:

    1. Inayat U. Mangla & Muslehud Din, 2015. "The Impact of the Macroeconomic Environment on Pakistan’s Manufacturing Sector," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 20(Special E), pages 241-260, September.

  2. Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012. "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 51(4), pages 399-417.

    Cited by:

    1. Mirjana Miletić & Siniša Miletić, 2016. "Performance of VaR in Developed and CEE Countries during the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 54-75, March.

  3. Jamshed Y. Uppal, 2011. "Government Budget Deficits and the Development of the Bond Market in Pakistan: Issues and Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 159-198, September.

    Cited by:

    1. Inayat U. Mangla & Jamshed Y. Uppal, 2014. "Macro-economic Policies and Energy Security—Implications for a Chronic Energy Deficit Country," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(3), pages 255-273.

  4. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.

    Cited by:

    1. Mehmet Ivrendi & Bulent Guloglu, 2012. "Changes in Stock Price Volatility and Monetary Policy Regimes: Evidence from Asian Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S4), pages 54-70, November.
    2. Magdalena Morgese Borys & Petr Zemcik, 2009. "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers wp391, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    3. Magdalena Morgese Borys & Petr ZemÄ ik, 2011. "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(3), pages 50-68, May.
    4. William T. Lin & Shih-Chuan Tsai & David S. Sun, 2012. "Search Costs and Investor Trading Activity: Evidence from Limit Order Books," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(3), pages 4-30, May.
    5. Mehmet Ivrendi & Bulent Guloglu, 2012. "Changes in Stock Price Volatility and Monetary Policy Regimes: Evidence from Asian Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S4), pages 54-70, November.
    6. Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji, 2014. "Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices," MPRA Paper 56118, University Library of Munich, Germany.
    7. William T. Lin & Shih-Chuan Tsai & David S. Sun, 2012. "Search Costs and Investor Trading Activity: Evidence from Limit Order Books," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(3), pages 4-30, May.
    8. Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.

  5. Jamshed Y. Uppal, 2007. "Role of Securities Law in the Development of Domestic Corporate Bond Markets," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 75-88.

    Cited by:

    1. Jamshed Y. Uppal, 2011. "Government Budget Deficits and the Development of the Bond Market in Pakistan: Issues and Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 159-198, September.

  6. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Market Volatility, Manipulation, and Regulatory Response: A Comparative Study of Bombay and Karachi Stock Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1071-1083.

    Cited by:

    1. Maxim, Maruf Rahman & Ashif, Abu Sadat Muhammad, 2017. "A new method of measuring stock market manipulation through structural equation modeling (SEM)," MPRA Paper 82891, University Library of Munich, Germany.
    2. Siddiqi, Hammad, 2009. "Information Transmission and Micro-structure rents in Emerging Markets," MPRA Paper 15452, University Library of Munich, Germany.

  7. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.

    Cited by:

    1. Abdul Manap, Turkhan Ali & Omar, Mohammed Azmi, 2013. "Speculative Rational Bubbles: Asset Prices in GCC Equity Markets," Occasional Papers 324, The Islamic Research and Teaching Institute (IRTI).
    2. Nawazish Mirza & Ayesha Afzal, 2012. "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 55-86, June.
    3. Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo, 2014. "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, November.
    4. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.

  8. Jamshed Y. Uppal, 1993. "The Internationalisation of the Pakistani Stock Market: An Empirical Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(4), pages 605-618.

    Cited by:

    1. Attiya Y. Javed & Ayaz Ahmed, 1999. "The Response of Karachi Stock Exchange to Nuclear Detonation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 38(4), pages 777-786.
    2. Mamoon, Dawood, 2007. "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper 3219, University Library of Munich, Germany.
    3. Husain, Fazal & Qayyum, Abdul, 2006. "Stock Market Liberalisations in the South Asian Region," MPRA Paper 1716, University Library of Munich, Germany.
    4. Javed Anwar & M. Tariq Javed, 2000. "Capital Markets and Foreign Ownership Restrictions: An Empirical Analysis of Emerging Stock Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 39(4), pages 933-950.
    5. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
    6. Husain, Fazal, 1997. "The Random Walk Model in the Pakistani Equity market: An Examination," MPRA Paper 5034, University Library of Munich, Germany.
    7. Aslam Farid & Javed Ashraf, 1995. "Volatility at Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 34(4), pages 651-657.
    8. Matthew McCartney, 2011. "Pakistan, Growth, Dependency, and Crisis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 71-94, September.
    9. Fazal Husain & Reza Saidi, 2000. "The integration of the Pakistani equity market with international equity markets: an investigation," Journal of International Development, John Wiley & Sons, Ltd., vol. 12(2), pages 207-218.

  9. Tse, K S Maurice & Uppal, Jamshed & White, Mark A, 1993. "Downside Risk and Investment Choice," The Financial Review, Eastern Finance Association, vol. 28(4), pages 585-605, November.

    Cited by:

    1. Ho, Kwok & Milevsky, Moshe Arye & Robinson, Chris, 1999. "International equity diversification and shortfall risk," Financial Services Review, Elsevier, vol. 8(1), pages 11-25.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jamshed Y. Uppal should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.