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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,636

SSRN RANKINGS

Top 20,636

in Total Papers Downloads

2,288

CITATIONS

4

Scholarly Papers (12)

1.

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 506 (54,159)
Citation 2

Abstract:

Loading...

Emerging Markets, GARCH, KSE , Volatility Modeling

2.

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 380 (76,665)
Citation 5

Abstract:

Loading...

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

3.

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 359 (81,957)

Abstract:

Loading...

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

4.

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 289 (104,266)

Abstract:

Loading...

multivariate GARCH, Volatility spillovers, Russian Financial crisis

5.

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 School of Business and Lappeenranta University of Technology - School of Business (LSB)
Downloads 269 (112,499)

Abstract:

Loading...

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

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 180 (166,066)

Abstract:

Loading...

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

7.

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 126 (223,230)
Citation 1

Abstract:

Loading...

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

8.

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 95 (272,415)

Abstract:

Loading...

macroeconomic announcements, stock market integration, spillovers, leverage

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 University of Rome I
Downloads 50 (385,904)

Abstract:

Loading...

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 School of Business
Downloads 34 (446,366)

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...

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