Sheheryar Malik

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

7

DOWNLOADS

225

SSRN CITATIONS
Rank 41,106

SSRN RANKINGS

Top 41,106

in Total Papers Citations

8

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

The Term Structure of Growth-at-Risk

IMF Working Paper No. 18/180
Number of pages: 41 Posted: 22 Aug 2018
International Monetary Fund, International Monetary Fund, Brookings Institution and International Monetary Fund (IMF)
Downloads 49 (398,177)

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Financial stability, downside risk, macrofinancial linkages, volatility paradox, quantile regression, General, International Business Cycles

2.

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (Syrin)

IMF Working Paper No. 18/14
Number of pages: 54 Posted: 20 Feb 2018 Last Revised: 21 Mar 2018
Bank of England - Foreign Exchange Division, University of California, Davis - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 47 (405,089)

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Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

3.

Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods

Bank of England Working Paper No. 518
Number of pages: 37 Posted: 07 Dec 2014
Sheheryar Malik and Andrew Meldrum
International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 47 (405,089)
Citation 7

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Affine term structure model, term premia, bias correction, interest rate surveys, unspanned macro risks, shadow rate model

4.

Interconnectedness of Global Systemically-Important Banks and Insurers

IMF Working Paper No. 17/210
Number of pages: 58 Posted: 25 Oct 2017
Sheheryar Malik and TengTeng Xu
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 39 (435,627)

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Equity prices, JEL Classification Numbers: G21, G22 and C32 Keywords: Global systemically important banks and insurers, connectedness, volatility, vector autoregression, Global systemically important banks and insurers, Time-Series Models, JEL Classification Numbers: G21 G22 and C32, Keywords: Global systemically important banks and insurers

5.

On Swing Pricing and Systemic Risk Mitigation

IMF Working Paper No. 17/159
Number of pages: 41 Posted: 09 Aug 2017
Sheheryar Malik and Peter Lindner
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 31 (470,269)

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Financial crises, Liquidity management; Mutual funds; Redemptions; Systemic risk; Swing pricing, Liquidity management, Mutual funds, Redemptions, Systemic risk, Swing pricing, Model Construction and Estimation, Quantitative Policy Modeling

6.

Assessing Loss of Market Access: Conceptual and Operational Issues

IMF Working Paper No. 17/246
Number of pages: 64 Posted: 01 Dec 2017 Last Revised: 01 Feb 2018
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 12 (579,293)

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Market access, Debt restructuring, Sovereign debt restructuring, Default, Bonds, Developing countries, Developed countries, Emerging markets, Ireland, Argentina, Portugal, Ukraine, Greece, Belize, Brazil, Cyprus, Dominican Republic, Ecuador, Jamaica, Pakistan, Philippines, Market Access, Sovereign Debt Restructuring; Default; Bond Spreads, Sovereign Debt Restructuring, Default, Bond Spreads, Assessing Loss of Market Access:

7.

The Term Structure of Growth-at-Risk

CEPR Discussion Paper No. DP13349
Number of pages: 44 Posted: 03 Dec 2018
International Monetary Fund, International Monetary Fund, Independent and International Monetary Fund (IMF)
Downloads 0 (678,357)
Citation 3
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