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Number of items: 53.

2013

Hasan, Mohammad S and Choudhry, Taufiq (2013) On the Effectiveness of Dynamic Stock Index Portfolio Hedging. In: Batten, Jonathan A. and MacKay, Peter and Wagner, Niklas, eds. Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Palgrave Macmillan, Basingstoke, pp. 364-390. ISBN 9781137025081 . (The full text of this publication is not available from this repository)

Alexandridis, Antonis and Hasan, Mohammad S (2013) Global Financial Crisis and Multyscale Systematic Risk: Evidence from Selected European Markets. In: The Impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe, 25-26 April, Southampton, UK. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2013) The relationship between economic growth and exports in mainland China:evidence from the structural time series model. Empirical Economics . ISSN 0377-7332 . (In press) (The full text of this publication is not available from this repository)

Gausden, R. and Hasan, Mohammad S (2013) The usefulness of an indicator of consumer confidence for the purpose of predicting household consumption expenditures in the UK. In: The 45th Annual Money Macro and Finance Conference , 11-13 September 2013, Queen Mary, University of London, UK. (Unpublished) (The full text of this publication is not available from this repository)

2012

Gausden, R. and Hasan, Mohammad S (2012) A Comparison of Consumer and Retail Trade Confidence Indicators for Predicting Household Expenditure in the U.K. Empirical Economics Letters, 11 (7). pp. 669-676. ISSN 1681-8997. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2012) Forecasting dynamic hedge ratios and the Value at Risk using GARCH models: evidence from SP 500 FTSE 100 and NIKKEI 225. In: The 2nd International Conference of the Financial Engineering and Banking Society on the ‘Recent Development in Financial Markets and Banking’, 7-8 June 2012 , ESCP Europe Business School, London. (Unpublished) (The full text of this publication is not available from this repository)

2011

Choudhry, Taufiq and Hasan, Mohammad S (2011) Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models. In: Annual Meeting of the European Financial Management Association , 22-25 June 2011, Braga, Portugal. (Unpublished) (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2011) Seasonal Cointegration and Long-run Neutrality of Money in the USA. Economic Notes, 40 (3). pp. 93-105. ISSN 0391-5026. (The full text of this publication is not available from this repository)

Hasan, Mohammad S and Choudhry, Taufiq (2011) The effectiveness of dynamic hedging: evidence from emerging markets stock futures. In: 18th Annual Meeting of the Multinational Finance Society, 26-29 June 2011, Rome, Italy. (Unpublished) (The full text of this publication is not available from this repository)

2010

Hasan, Mohammad S (2010) Modeling the Dynamics of Money Income from a Vector Correction Model. Journal of Developing Areas, 43 (2). pp. 233-253. ISSN 0022-037X . (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2010) The long-run relationship between population and per capita income growth in China. Journal of Policy Modeling , 32 (3). pp. 355-372. ISSN 0161-8938. (The full text of this publication is not available from this repository)

2009

Hasan, Mohammad S (2009) Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963–2009. International Journal of Business and Economics, 8 (3). pp. 225-242. ISSN 1607-0704. (The full text of this publication is not available from this repository)

2008

Hasan, Mohammad S (2008) Stock returns, inflation and interest rates in the United Kingdom. European Journal of Finance, 14 (8). pp. 687-699. ISSN 1351-847X. (The full text of this publication is not available from this repository)

Sultan, Jahangir and Hasan, Mohammad S (2008) The effectiveness of dynamic hedging: evidence from selected European stock index futures. European Journal of Finance, 14 (6). pp. 469-488. ISSN 1351-847X. (The full text of this publication is not available from this repository)

Choudhry, Taufiq and Hasan, Mohammad S (2008) Exchange rate regime and demand for reserves: Evidence from Kenya, Mexico and Philippines. Open Economies Review , 19 (2). pp. 167-181. ISSN 0923-7992 . (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2008) An empirical investigation the long-run relationship between population growth and per capita income in Bangladesh. In: Andaleeb, Syed S, ed. The Bangladesh Economy: Diagnoses Prescriptions, Selection from the Journal of Bangladesh Studies. University Press Limited, Dhaka. (The full text of this publication is not available from this repository)

2007

Islam, M.Faizul and Hasan, Mohammad S (2007) The Macroeconomic Effects of Government Debt on Capital Formation in the United States: An Empirical Investigation. Manchester School, 75 (5). pp. 598-616. ISSN 1463-6786. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2007) The dynamic relationship between fertility rate and its proximate determinants in Bangladesh. In: Islam, M.Faizul and Andaleeb, Syed S, eds. Development Issues of Bangladesh Vol III - Quality of Life and Human Development. University Press Limited, Dhaka, pp. 253-267. (The full text of this publication is not available from this repository)

2006

Hasan, Mohammad S (2006) Equilibrium and efficiency of exchange rates in a silver-based monetary system - the cases of India and Iran. Economics Letters, 93 (3). pp. 318-322. ISSN 0165-1765. (The full text of this publication is not available from this repository)

Islam, M.Faizul and Hasan, Mohammad S (2006) The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach. International Journal of Business and Economics, 5 (2). pp. 129-145. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2006) The prices of silver and exchange rates in a metallic monetary system - the cases of India and Iran. Empirical Economics, 31 (1). pp. 195-206. ISSN 0377-7332 . (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2006) A century of Purchasing Power Parity: evidence from Canada and Australia. Applied Financial Economics, 16 (1/2). pp. 145-156. ISSN 0960-3107. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2006) An empirical investigation to determine the long-run relationship between population growth and per capita income in Bangladesh. Journal of Bangladesh Studies, 7 (2). pp. 16-26. (The full text of this publication is not available from this repository)

Sultan, Jahangir and Hasan, Mohammad S (2006) The effectiveness of dynamic hedging: evidence from selected European stock futures. In: 13th International Conference - Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management, 31st May - 2 June 2006, Aix-en-Provence, France. (The full text of this publication is not available from this repository)

2005

Hasan, Mohammad S (2005) Business cycles, mortgage rates and housing starts in the United Kingdom - an empirical analysis. Briefing Notes in Economics (67). pp. 1-13. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2005) The information content of M0 in the United Kingdom. Applied Economics Letters, 12 (11). pp. 711-717. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2005) An alternative approach in investigating lead-lag relationships between stock and stock index futures markets - comment. Applied Financial Economics Letters, 1 (2). pp. 125-130. (The full text of this publication is not available from this repository)

2004

Hasan, Mohammad S (2004) On the validity of the random walk hypothesis applied to the Dhaka stock exchange. International Journal of Theoretical and Applied Finance, 7 (8). pp. 1069-1085. ISSN 0219-0249. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2004) Univariate time series behaviour of the real exchange rate: evidence from colonial India. Economics Letters , 84 (1). pp. 75-80. (The full text of this publication is not available from this repository)

Hasan, Mohammad S and Islam, M.Faizul (2004) The monetary approach to the determination of the dollar-yen exchange rates: a cointegration analysis. In: Eastern Economic Association Annual Conference, February 20th-22nd 2004, Washington D.C. (The full text of this publication is not available from this repository)

2003

Hasan, Mohammad S (2003) The long run relationship between population growth and per capita income in mainland China. In: Bangladesh Institute of Development Studies Seminar, 27th August 2003, Bangladesh Institute of Developemt Studies, Bangladesh. (The full text of this publication is not available from this repository)

2002

Hasan, Mohammad S (2002) Concessional foreign capital inflows and domestic savings across countries: Dependency hypothesis re-visited. Journal of Economic Studies, 29 (6). pp. 388-422. ISSN 0144-3585. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2002) The long-run relationship between population and per capita income in Bangladesh. Bangladesh Development Studies, 28 (3). pp. 65-84. (The full text of this publication is not available from this repository)

Hasan, Mohammad S and Taghavi, Majid (2002) Residential investment, macroeconomic activity and financial deregulation in the UK: an empirical investigation. Journal of Economics and Business, 54 (4). pp. 447-462. (The full text of this publication is not available from this repository)

Hasan, Mohammad S and Islam, M.Faizul (2002) The effects of the U.S. public debt on key macroeconomic variables. Technical report. Office of the Inspector General of the US Treasury, Washington D.C (The full text of this publication is not available from this repository)

2001

Hasan, Mohammad S (2001) The behaviour of the currency-deposit ratio in mainland China. Applied Financial Economics, 11 (6). pp. 659-668. ISSN 0960-3107. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (2001) Is there a long run relationship between population growth and living standards? The case of India - a re-examination. Indian Economic Journal, 48 (4). pp. 27-34. (The full text of this publication is not available from this repository)

1999

Hasan, Mohammad S (1999) Monetary growth and inflation in China: A re-examination. Journal of Comparative Economics, 27 (4). pp. 669-685. ISSN 0147-5967 . (The full text of this publication is not available from this repository)

Hasan, Mohammad S (1999) New Evidence on Casual Relationships between the Money Supply, Prices and Wages in the UK. Economic Issues, 4 (2). pp. 75-87. ISSN 1363-7029. (The full text of this publication is not available from this repository)

1998

Hasan, Mohammad S (1998) The choice of appropriate monetary aggregates in the United Kingdom. Applied Economics Letters, 5 (9). pp. 563-568. ISSN 1350-4851. (The full text of this publication is not available from this repository)

1997

Hasan, Mohammad S and Lincoln, Ian (1997) Tax then spend or spend then tax? Experience in the UK, 1961-93. Applied Economics Letters, 4 (4). pp. 237-239. ISSN 1350-4851. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (1997) Money, price and causality in mainland China. Bangladesh Development Studies, 25 (1 & 2). (The full text of this publication is not available from this repository)

Masih, Abdul M.M. and Masih, Rumi and Hasan, Mohammad S (1997) New evidence from an alternative methodological approach to the defence spending-economic growth causality issue in the case of mainland China. Journal of Economic Studies, 24 (3). pp. 123-140. ISSN 0144-3585. (The full text of this publication is not available from this repository)

1996

Hasan, Mohammad S and Taghavi, Majid (1996) Money, output, price and causality in mainland China. Applied Economics Letters, 3 (2). pp. 101-105. ISSN 1350-4851. (The full text of this publication is not available from this repository)

1995

Hasan, Mohammad S (1995) Monetary policy, fiscal policy and aggregate economic activity in a vector autoregressive model. Discussion paper. University of Northumbria, Newcastle upon Tyne (The full text of this publication is not available from this repository)

1994

Hasan, Mohammad S (1994) Causality between defence spending and economic growth in China: a re-examination. Discussion paper. University of Northumbria, Newcastle upon Tyne (The full text of this publication is not available from this repository)

1990

Hasan, Mohammad S (1990) Cross-country application of the monetarists and fiscalists debate: Canada, West Germany and the UK. Working paper. Northeastern University, Boston, Boston (The full text of this publication is not available from this repository)

Hasan, Mohammad S (1990) Dynamic adjustment of equilibrium income in error correction model. In: 16th Annual Convention of the Eastern Economic Association, 30th March - 1st April 1990, Cincinnati. (The full text of this publication is not available from this repository)

Hasan, Mohammad S (1990) Vector autoregression and atheoretical econometrics. Social Science Perspectives Journal, 4 (3). (The full text of this publication is not available from this repository)

1989

Hasan, Mohammad S (1989) Autoregressive modelling of the St.Louis equation. In: 15th Annual Convention of the Eastern Economic Association, 3rd-5th March 1989, Baltimore. (The full text of this publication is not available from this repository)

1983

Hasan, Mohammad S (1983) External trade of Bangladesh in retrospect. Bangladesh Journal of Political Economy, 6 (2). (The full text of this publication is not available from this repository)

Hasan, Mohammad S (1983) Interest rate as a factor for financing the rural poor: some observations and remarks. Bank Parikrama (Bank Review), VIII (2). (The full text of this publication is not available from this repository)

1982

Hasan, Mohammad S (1982) Inflation in Bangladesh: a query for the causative factors. Bank Parikrama (Bank Review), VII (4). (The full text of this publication is not available from this repository)

This list was generated on Sat Nov 22 03:14:27 2014 GMT.