Imtiaz Sifat

Monash University

Department of Accounting & Finance

Malaysia School of Business

Subang Jaya, Selangor 47500

Malaysia

http://www.sifat.asia

SCHOLARLY PAPERS

10

DOWNLOADS

647

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Ideas:
“  Speculation in financial markets, energy derivatives, and risk management  ”

Scholarly Papers (10)

1.

Interbank Liquidity Risk Transmission to Emerging Markets Amidst Financial Crises

Number of pages: 19 Posted: 30 Sep 2020 Last Revised: 15 Jul 2021
Imtiaz Sifat and Alireza Zarei
Monash University and Coventry University
Downloads 158 (234,344)
Citation 1

Abstract:

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Credit Risk, Liquidity, Bond Market, Stock Market, Risk Management, Central Banking, BRICS, Emerging Market, TED, VIX

2.

What Uncertainties Matter to Cryptocurrencies?

Number of pages: 22 Posted: 10 Aug 2021
Imtiaz Sifat
Monash University
Downloads 103 (322,865)

Abstract:

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Bitcoin, Cryptocurrency, Ethereum, Economic Uncertainty, Policy Uncertainty, VIX, Blockchain, Monetary Policy, Volatility, Stochastic Volatility, Causality

3.

Cryptocurrencies: A Survey on Acceptance, Governance and Market Dynamics

International Journal of Finance & Economics. (Forthcoming)
Number of pages: 37 Posted: 12 Jan 2021
affiliation not provided to SSRN, International Islamic University Malaysia, Monash University and affiliation not provided to SSRN
Downloads 97 (335,708)
Citation 2

Abstract:

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cryptocurrencies, fintech, blockchain, bitcoin, ethereum, governance, acceptance

4.

The COVID-19 Pandemic and Speculation in Energy, Precious Metals, and Agricultural Futures

Number of pages: 55 Posted: 26 Dec 2020 Last Revised: 15 Mar 2021
Imtiaz Sifat, Abdul Ghafoor and Abdollah Ah Mand
Monash University, Monash University and Sunway University Business School
Downloads 86 (361,953)

Abstract:

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futures, commodities, oil, gold, silver, COVID-19, pandemic, speculation, amihud

5.

Explaining Stock Market Resilience During COVID-19 Pandemic via Money Supply Channel

Number of pages: 14 Posted: 22 Dec 2020
Imtiaz Sifat
Monash University
Downloads 82 (372,555)

Abstract:

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Stock Market, COVID-19, Coronavirus, Federal Reserve, Monetary Policy, Bank of England, FTSE-100, S&P 500, S&P TSX, Bank of Canada, Financial Market, Anomaly, Money Supply, Central Banking

6.

On Cryptocurrencies as an Independent Asset Class: Long-Horizon and COVID-19 Pandemic Era Decoupling from Global Sentiments

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 09 Dec 2020 Last Revised: 12 Mar 2021
Imtiaz Sifat
Monash University
Downloads 60 (441,025)

Abstract:

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Cryptocurrency, Bitcoin, Ethereum, Litecoin, COVID-19, Coronavirus, Pandemic, Volatility Spillover, Stochastic Volatility, Correlation, Spillover

7.

Predictive Power of Implied Volatility of Structured Warrants: Evidence from Singapore

Samsudin, N. I. M., Mohamad, A., Sifat, I. M, & Hamid, Z. (2021) Predictive Power of Implied Volatility of Structured Warrants: Evidence from Singapore. International Journal of Finance and Economics. (Forthcoming)
Number of pages: 24 Posted: 12 Jan 2021
affiliation not provided to SSRN, International Islamic University Malaysia, Monash University and International Islamic University of Malaysia (IIUM)
Downloads 21 (634,945)

Abstract:

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8.

Static and Regime-Dependent Herding Behavior: An Emerging Market Case Study

Number of pages: 34 Posted: 06 Jan 2021
Abdollah Ah Mand and Imtiaz Sifat
Sunway University Business School and Monash University
Downloads 21 (634,945)

Abstract:

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Herding, Behavioral Finance, Malaysia, Bursa Malaysia

9.

Monetary Policy, Uncertainty, and Domestic Shock Transmission to Capital Flow in Turkey

Number of pages: 22 Posted: 22 Oct 2019
Imtiaz Sifat
Monash University
Downloads 19 (649,146)

Abstract:

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Foreign Direct Investment, Foreign Portfolio Investment, Turkey, Central Bank of Turkey, Monetary Policy, Federal Reserve, Capital Flow

10.

Carbon Finance and Malaysia: An Analysis of Issues and Challenges

Posted: 12 Jan 2021
Imtiaz Sifat and Hassanudin Mohd Thas Thaker
Monash University and Sunway University, Malaysia - Sunway University Business School

Abstract:

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Carbon Finance, Malaysia, Carbon Trading, Greenhouse Emission, Clean Development, Sustainable Development