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Dr. Hasan Hanif
Assistant Professor
Contact Information
  [email protected]
  762

Education Detail
PhD (--) SZABIST Islamabad
MS (--) FUUAST Islamabad
MBA (--) Riphah International University

Hanif, H. (2022). Dynamic Modeling of Marginal Expected Shortfall under Economic Sensitivity: Empirical Evidence from Developing Economy. South Asian Journal of Business Studies (Draft submitted after incorporating Minor Revisions - ESCI, Scopus, Q2, HEC recognized X category)Bukhari, F., Ahmed, H., Hanif, H., & Shah,F, S. (2022)Volatility Contagion (Spillover) Between Chinese and Pakistani Stocks Market During COVID-19: Pre and Post Analysis of Trade-Level Data, International Journal of Monetary Economics & Finance Bukhari,. 15(2):DOI:10.1504/IJMEF.2022.10046828. (ESCI, Scopus- HEC Y- Forthcoming)Nadeem, W., Iqbal, N. and Hanif, H. (2022) “Assessing the Determinants of Efficiency: An Empirical Evidence from Developing Economy”, Journal of Economic Impact, 4(1), 71–80. DOI: 10.52223/jei4012208.Bukhari, F., Ahmed, H., & Hanif, H. (2021). Sectoral Herding and Contagion effect: Pre and during COVID-19 Crisis, VFAST Transactions on Education and Social Sciences, 9 (4), 143-152. (HEC Recognized Y)Iftikhar, N., Iqbal, N., & Hanif, H. (2021). Nexus among bank competition, risk and profitability" Journal of Economic Impact. 3 (3), 196-201. (HEC Recognized Y)Yousaf, I., Hanif, H., & Ali, S. (2021 Linkages between gold and Latin American equity markets: portfolio implications, Journal of Economics, Finance and Administrative Science, 26 (51), 1-15. (Scopus, HEC Recognized X Category). https://doi.org/10.1108/JEFAS-04-2020-0139Hanif, H., Yousaf, I., Waheed, A., & Waseem ullah. (2021). MES vs ∆CoVaR: Empirical evidence from Pakistan, Cogent Business & Management, 8, 1938927. Chartered Association of Business Schools (ABS) Academic Journal Guide. Rating: 1, SSCI, Scopus, JCI-0.42, Ranked Q2, HEC Recognized X Category). https://doi.org/10.1080/23311975.2021.1938927 Hanif, H., Yousaf, I., Waheed, A., & Waseem ullah. (2021). MES vs ∆CoVaR: Empirical evidence from Pakistan, Cogent Business & Management, 8, 1938927. Chartered Association of Business Schools (ABS) Academic Journal Guide. Rating: 1, SSCI, Scopus, JCI-0.42, Ranked Q2, HEC Recognized X Category). https://doi.org/10.1080/23311975.2021.1938927 Hanif, H., Yousaf, I., Waheed, A., & Waseem ullah. (2021). MES vs ∆CoVaR: Empirical evidence from Pakistan, Cogent Business & Management, 8, 1938927. Chartered Association of Business Schools (ABS) Academic Journal Guide. Rating: 1, SSCI, Scopus, JCI-0.42, Ranked Q2, HEC Recognized X Category). https://doi.org/10.1080/23311975.2021.1938927Waheed, A., Hussain, S., Hanif, H., Mahmood. H., & Malik, Q, A. (2021). Corporate social responsibility and firm performance: The moderation of investment horizon and corporate governance, Cogent Business & Management, 8, 1938349. (ABS Rating 1, ESCI, Scopus, JCI-0.42, Ranked Q2, HEC Recognized X Category). https://doi.org/10.1080/23311975.2021.1938349Hanif, H., Naveed, M. (2020). Dynamic modelling of idiosyncratic risk under economic sensitivity: A Case of Pakistan, 8, 1-16, Cogent Economics & Finance, (ESCI, Scopus, JCI-0.56, ABDC-B rated, ABS Rating 1, HEC Recognized Y Category). Hanif, H., Naveed, M., & Rehman, M. (2020). Extending the forward systemic risk measure: Do sector level variables matter, Cogent Business & Management, 7, 1-12. (ABS Rating 1, ESCI, Scopus, JCI-0.42, Ranked Q2, HEC Recognized X Catagory). https://doi.org/10.1080/23311975.2020.1809944Abdin, Z., Islam, M, U., Ahmad, M., & Hanif, H. (2020). The role of heuristics toward stock market anomalies (findings at individual investors), Abasyn Journal of Social Sciences, 13 (1), 452-464. (HEC Recognized X Category).Hanif, H., Abdin, Z, & Mirza, B, K. (2019). The dynamic relationship between working capital management and firm performance: Evidence from Asia., Journal of Business & Economics, 11 (2), 88-101. (HEC Recognized X Category).Hanif, H., Naveed, M., & Rehman, M. (2019). Dynamic modelling of systemic risk & firm value: A case of Pakistan, Cogent Business & Management, 6, 1-17. (ESCI, Scopus, JCI-0.42, ABS, Ranked Q2). https://doi.org/10.1080/23311975.2019.1651440. (Now, HEC Recognized X Category).Hanif, H., Naveed, M., & Rehman, M. (2017). Modelling systemic risk in developing economy: Application of marginal expected shortfall, Journal of Managerial Sciences, Volume 11(4), 262-282. (HEC Recognized Y Category).Hanif, H. (2014). The dynamic relationship between earnings, investments & dividends: Empirical analysis of Karachi stock exchange, International Journal of Management & Business Research, Volume 4(1), 55-63. (Indexed in Scopus).

Research Interest
Systemic Risk management
Financial Integration
Corporate Financial & Investment
Decision Making
Behavioral Finance