Kashif Saleem

Lappeenranta University of Technology - School of Business (LSB)

Researcher

Department of Finance

PO Box 20

Lappeenranta, 53851

Finland

http://www.lut.fi/kati/staff.php?start=0&id=329

  • Lappeenranta University of Technology - School of Business (LSB)

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SCHOLARLY PAPERS

12

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in Total Papers Downloads

3,523

TOTAL CITATIONS

24

Scholarly Papers (12)

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1.

Impact of Overinvestment & Underinvestment on Corporate Performance: Evidence from Singapore Stock Market

Number of pages: 33 Posted: 22 Oct 2014
Sanaullah Farooq, Sheraz Ahmed and Kashif Saleem
Auckland University of Technology - Department of Finance, LUT University and Lappeenranta University of Technology - School of Business (LSB)
Downloads 779 (70,080)
Citation 2

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Overinvestment, Underinvestment, Corporate Performance, Agency Problem, Singapore.

2.

Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)

Number of pages: 7 Posted: 25 Feb 2007
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Downloads 581 (102,057)
Citation 3

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Emerging Markets, GARCH, KSE , Volatility Modeling

3.

Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe

22nd Australasian Finance and Banking Conference 2009
Number of pages: 25 Posted: 25 Aug 2009
Elena Fedorova and Kashif Saleem
Lappeenranta University of Technology, School of Business and Lappeenranta University of Technology - School of Business (LSB)
Downloads 574 (103,651)
Citation 13

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GARCH-BEKK, volatility spillovers, stock market, currency market, Emerging Eastern Europe, Russia

4.

Time Varying Correlations between Stock and Bond Returns - Evidence from Russia

Number of pages: 16 Posted: 18 Mar 2008 Last Revised: 20 May 2008
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Downloads 417 (152,523)

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Multivariate GARCH, CCC, DCC, ADCC, correlations, stock, bond

5.

International Linkage of Russian Market and Russian Financial Crisis: A Multivariate Garch Analysis

Number of pages: 23 Posted: 27 Nov 2007
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Downloads 390 (164,930)
Citation 3

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multivariate GARCH, Volatility spillovers, Russian Financial crisis

6.

Inflation Risk, Exchange Rate Risk and Asset Returns: Evidence from Korea, Malaysia and Taiwan

Number of pages: 17 Posted: 23 Aug 2010
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Downloads 243 (271,715)

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foreign exchange risk, inflation risk, ICAPM, emerging markets, multivariate GARCH

7.

What Types of Macroeconomic Announcements Affect Stock Markets in Emerging Eastern Europe?

Number of pages: 33 Posted: 22 Oct 2014
Kashif Saleem and Elena Fedorova
Lappeenranta University of Technology - School of Business (LSB) and Lappeenranta University of Technology, School of Business
Downloads 222 (299,328)

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macroeconomic announcements, stock market integration, spillovers, leverage

8.

International Linkage of the Russian Market and the Russian Financial Crisis: A Multivariate GARCH Analysis

BOFIT Discussion Paper No. 8/2008
Number of pages: 31 Posted: 17 Jun 2008
Kashif Saleem
Lappeenranta University of Technology - School of Business (LSB)
Downloads 159 (402,162)
Citation 3

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multivariate GARCH, volatility spillovers, Russian Financial crisis, contagion, partial integration

9.

Long Memory Volatility Persistence in High Frequency Precious Metals Returns

Number of pages: 24 Posted: 22 Oct 2014
Kashif Saleem and Muhmmad Naeem
Lappeenranta University of Technology - School of Business (LSB) and Sapienza University of Rome
Downloads 87 (635,467)

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10.

Intra-Market Linkages Among Civets Stock Markets: A New Frontier for Investments

Number of pages: 11 Posted: 22 Oct 2014
Kashif Saleem and Sheraz Ahmed
Lappeenranta University of Technology - School of Business (LSB) and LUT University
Downloads 71 (714,877)

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GARCH-BEKK, Volatility spillovers, Contagion, CIVETS equity markets, Portfolio diversification.

11.

Time-Varying Global and Local Sources of Market and Currency Risks in Russian Stock Market

International Review of Economics & Finance, Vol. 19, No. 4, 2010
Posted: 28 Sep 2010
Kashif Saleem and Mika Vaihekoski
Lappeenranta University of Technology - School of Business (LSB) and University of Turku, Turku School of Economics

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International asset pricing models, Segmentation, Currency risk, Multivariate GARCH-M, Russia

12.

Pricing of Global and Local Sources of Risk in Russian Stock Market

Emerging Markets Review, Vol. 9, No. 1, 2008
Posted: 22 May 2006 Last Revised: 20 Aug 2013
Kashif Saleem and Mika Vaihekoski
Lappeenranta University of Technology - School of Business (LSB) and University of Turku, Turku School of Economics

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world asset pricing model, conditional, time-varying, price of market risk, local vs. global pricing, segmentation, foreign exchange risk, multivariate GARCH-M, Russia, USA