All Outputs (11)

Spillover of energy commodities and inflation in G7 plus Chinese economies (2023)
Journal Article
Saeed, A., Chaudhry, S. M., Arif, A., & Ahmed, R. (2023). Spillover of energy commodities and inflation in G7 plus Chinese economies. Energy Economics, 127(Part A), Article 107029. https://doi.org/10.1016/j.eneco.2023.107029

We investigate the spillover trends of energy commodities and the Consumer Price Index (CPI) in the G-7 plus China by using the Continuous Wavelet Transform (CWT) methodology. Our analysis spans from January 2016 to October 2022, with a division into... Read More about Spillover of energy commodities and inflation in G7 plus Chinese economies.

Securitization, covered bonds and the risk taking behavior of European banks (2022)
Working Paper
Arif, A., Bottazzi, L., & Pastorello, S. (2022). Securitization, covered bonds and the risk taking behavior of European banks

This study investigates the impact of securitization and the issuance of covered bonds on the credit risk taking behavior of banks. We collected data for seven major European economies for the period between 2001 and 2014, that is, both before and af... Read More about Securitization, covered bonds and the risk taking behavior of European banks.

Unemployment and COVID-19 in OECD countries: Does the gender of head of state matter? (2022)
Working Paper
Arif, A., Saeed, A., Naveed, S., & Azam, A. Unemployment and COVID-19 in OECD countries: Does the gender of head of state matter?

This paper analyses the differences in the COVID-19 situation and resulting unemployment growth in OECD countries with male and female heads of state. Our sample period covers three waves of COVID-19. We have performed the wavelet analysis to evaluat... Read More about Unemployment and COVID-19 in OECD countries: Does the gender of head of state matter?.

The behaviour of forex market during the first and second wave of COVID-19: A wavelet analysis (2021)
Journal Article
Arif, A., Saeed, A., & Farooq, U. (2022). The behaviour of forex market during the first and second wave of COVID-19: A wavelet analysis. Applied Economics Letters, 29(19), 1799-1803. https://doi.org/10.1080/13504851.2021.1962508

This study evaluates the behaviour of the forex market during the first and the second wave of COVID-19. We have analysed the behaviour of exchange rates of CNY, JPY, CHF, and GBP in response to daily cases of COVID-19 and daily deaths, using Continu... Read More about The behaviour of forex market during the first and second wave of COVID-19: A wavelet analysis.

Effects of securitization and covered bonds on bank stability (2020)
Journal Article
Arif, A. (2020). Effects of securitization and covered bonds on bank stability. Research in International Business and Finance, 53, Article 101196. https://doi.org/10.1016/j.ribaf.2020.101196

This paper empirically investigates the relationship of securitization and covered bonds with bank stability and highlights that this relationship varies with the level of a bank's involvement in a specific instrument. The study uses the data from 46... Read More about Effects of securitization and covered bonds on bank stability.

Regulations for securitisation and covered bonds: Too much or too little (2019)
Journal Article
Arif, A. (2019). Regulations for securitisation and covered bonds: Too much or too little. European Company and Financial Law Review, 16(5), 535-556. https://doi.org/10.1515/ecfr-2019-0019

This study analyses the most important regulations for asset-backed securities and covered bonds devised after the global financial crisis in Europe. The study presents three perspectives of these regulations. It discusses the premises and context of... Read More about Regulations for securitisation and covered bonds: Too much or too little.

Determinants of capital structure: An age wise analysis from non-financial sector of Pakistan (2014)
Journal Article
Arif, A., & Aslam, B. (2014). Determinants of capital structure: An age wise analysis from non-financial sector of Pakistan. International Journal of Empirical Finance, 3(2), 76-89

This study examines various determinants of capital structure in non-financial sector of Pakistan. Data are retrieved from the balance sheets, income statements and notes of 214 companies from non-financial sector in Pakistan. These companies were se... Read More about Determinants of capital structure: An age wise analysis from non-financial sector of Pakistan.

Knowledge creating capabilities and academic entrepreneurship (2014)
Journal Article
Noor, S., Ismail, K., Ali, S., & Arif, A. (2014). Knowledge creating capabilities and academic entrepreneurship. World Applied Sciences Journal, 32(7), 1192-1203. https://doi.org/10.5829/idosi.wasj.2014.32.07.964

Knowledge management (KM) needs a systematic approach to develop capabilities that accelerate the evolution of knowledge as a key organizational resource. The purpose of this study was to investigate the impact of knowledge creating capabilities on a... Read More about Knowledge creating capabilities and academic entrepreneurship.

Liquidity risk and performance of banking system (2012)
Journal Article
Arif, A., & Nauman Anees, A. (2012). Liquidity risk and performance of banking system. Journal of Financial Regulation and Compliance, 20(2), 182-195. https://doi.org/10.1108/13581981211218342

Purpose – The purpose of this paper is to examine liquidity risk in Pakistani banks and evaluate the effect on banks' profitability. Design/methodology/approach – Data are retrieved from the balance sheets, income statements and notes of 22 Pakistani... Read More about Liquidity risk and performance of banking system.

Credit risk and shareholders' value in a developing economy: Evidence from Pakistani banking system (2012)
Journal Article
Arif, A., & ., M. A. (2012). Credit risk and shareholders' value in a developing economy: Evidence from Pakistani banking system. Journal of Economics and Behavioral Studies, 4(2), 87-95. https://doi.org/10.22610/jebs.v4i2.306

The present study examines the role of credit risk in value creation process in banking system of Pakistan. This study here develops a conceptual model with three antecedents to credit risk. These antecedents are loan loss provision, advances, and ca... Read More about Credit risk and shareholders' value in a developing economy: Evidence from Pakistani banking system.

Dividend policy and earnings management: An empirical study of Pakistani listed companies (2011)
Journal Article
Arif, A., Khan, M. A., Kayani, F., & Ali Shah, S. Z. (2011). Dividend policy and earnings management: An empirical study of Pakistani listed companies. Information Management and Business Review, 3(2), 68-77. https://doi.org/10.22610/imbr.v3i2.919

Dividend policy is one of the widely addressed topics in financial management. It is an important duty of a financial manager to formulate the company's dividend policy that is in the best interest of the company. Many a time financial managers are i... Read More about Dividend policy and earnings management: An empirical study of Pakistani listed companies.