Nawazish Mirza
Biographic Data
| ID | 7543196 |
|---|---|
| NAME | Nawazish Mirza |
| GIVEN NAMES | Nawazish |
| FAMILY NAME | Mirza |
| SIGNATURE | MIRZA N |
| VERIFIED | No |
| TOTAL WORKS | 8 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 8 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2011 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Assessing applications of emerging technologies in a data-driven era of sustainability and challenges
The Nexus of climate crisis and asset liability management in frontier economies
The cryptocurrency uncertainties and investment transitions
Pakistan’s poverty puzzle
In theory, poverty reduction is associated with economic growth and equal access to opportunities for all citizens, regardless of their age, gender and income. Pakistan has reduced its poverty headcount by nearly 66% between 2002–2016, despite poor governance, weak institutions, mediocre economic growth, and poor social indicators. Using ADL/VAR and Granger causality tests, the paper empirically proves that change in political regimes, openness o…
Conditional vs unconditional cash transfers
This paper aims to provide a detailed demographic description of poverty in Pakistan with an attempt to highlight those segments of the poor who can be aided to transition out of extreme poverty through appropriate policy measures. Data are collected from the Household Integrated Economic Survey (HIES) for the years 1985–2016 and captures falling poverty, gender-wise division of the employed and unemployed, type of employment (self-employed, unpa…
The Pricing of Size, Book to Market and Financial Leverage in Euro Stocks
The relevance of financial leverage in a firm's capital structure holds great significance, however its role in asset pricing remains under investigated. In this paper we investigate if financial leverage is priced employing a sample of listed equities from nine European Union countries spanning over a period of twenty years (1989 - 2008). We form size, book to market, and leverage portfolios, to examine if leverage premium is systematic and whet…
Interest Rate Spreads in an Emerging Economy
This paper explores the determinants of interest rate spreads in Pakistan’s commercialbanking sector in post transition period (2004 – 2009) using an exhaustive set of macro andfirm level variables to analyze their impact on intermediary efficiency. We introduce twoinnovative variables of default likelihood indicator (Black Merton and Scholes option pricing framework) and proportion of public sector deposits in total deposits to explain thevariat…
Volatility Dynamics in an Emerging Economy
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchange before and during the recent financial crisis using the GARCH, EGARCH and GJR-GARCH models. We find the stock return volatility to be characterized by clustering and displaying asymmetries. Results point to the capability of the EGARCH(1,1) model at forecasting for both periods lending support to the use of GARCH family of models for emerging ma…
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Volatility Dynamics in an Emerging Economy
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchange before and during the recent financial crisis using the GARCH, EGARCH and GJR-GARCH models. We find the stock return volatility to be characterized by clustering and displaying asymmetries. Results point to the capability of the EGARCH(1,1) model at forecasting for both periods lending support to the use of GARCH family of models for emerging ma…
Interest Rate Spreads in an Emerging Economy
This paper explores the determinants of interest rate spreads in Pakistan’s commercialbanking sector in post transition period (2004 – 2009) using an exhaustive set of macro andfirm level variables to analyze their impact on intermediary efficiency. We introduce twoinnovative variables of default likelihood indicator (Black Merton and Scholes option pricing framework) and proportion of public sector deposits in total deposits to explain thevariat…
The Pricing of Size, Book to Market and Financial Leverage in Euro Stocks
The relevance of financial leverage in a firm's capital structure holds great significance, however its role in asset pricing remains under investigated. In this paper we investigate if financial leverage is priced employing a sample of listed equities from nine European Union countries spanning over a period of twenty years (1989 - 2008). We form size, book to market, and leverage portfolios, to examine if leverage premium is systematic and whet…
Conditional vs unconditional cash transfers
This paper aims to provide a detailed demographic description of poverty in Pakistan with an attempt to highlight those segments of the poor who can be aided to transition out of extreme poverty through appropriate policy measures. Data are collected from the Household Integrated Economic Survey (HIES) for the years 1985–2016 and captures falling poverty, gender-wise division of the employed and unemployed, type of employment (self-employed, unpa…
Pakistan’s poverty puzzle
In theory, poverty reduction is associated with economic growth and equal access to opportunities for all citizens, regardless of their age, gender and income. Pakistan has reduced its poverty headcount by nearly 66% between 2002–2016, despite poor governance, weak institutions, mediocre economic growth, and poor social indicators. Using ADL/VAR and Granger causality tests, the paper empirically proves that change in political regimes, openness o…
The cryptocurrency uncertainties and investment transitions
The Nexus of climate crisis and asset liability management in frontier economies
Assessing applications of emerging technologies in a data-driven era of sustainability and challenges
Economics (7 works) · Business (6 works) · Financial economics (3 works) · Financial system (3 works) · Market Dynamics and Volatility (3 works) · Econometrics (2 works) · Economic growth (2 works) · Finance (2 works) · Financial Markets and Investment Strategies (2 works) · Monetary economics (2 works)