Faculty Profile


Hifsa Mobeen

 

  hifsa.mobeen@numl.edu.pk

  05827940512

PH. D   DOCTOR IN PHILOSOPHY (ECONOMETRICS)

PAKISTAN INSTITUTE OF DEVELOPMENT ECONOMICS        

ISLAMABAD, PAKISTAN           

IN PROGRESS

    

 

 

 

M.PHIL    MASTERS IN PHILOSOPHY (ECONOMICS)  

QUAID I AZAM UNIVERSITY ISLAMABAD

ISLAMABAD, PAKISTAN           

2017

TEACHING ASSISTANT   SEPTEMBER-2021-JANUARY-2022

PAKISTAN INSTITUTE OF DEVELOPMENT ECONOMICS, ISLAMABAD

ISLAMABAD, PAKISTAN          

TEACHING ASSISTANT    OCTOBER-2013-JUNE-2014

FATIMA JINNAH WOMEN UNIVERSITY, RAWALPINDI

RAWALPINDI, PAKISTAN         

  1. Modeling volatility spillover and role of volatility spillover effect to improve forecasting performance of GARCH models based on varying distributions. Published in Kashmir Economics Review, 2023.
  2. Mechanism of volatility spillover between stock, currency and commodity market of Pakistan. Published in Pakistan Development Review, 2021.
  3. Volatility spillover between stock market and currency market of Pakistan in the presence of structural breaks. Published in Business Review, 2021.
  • Microeconomics
  • Macroeconomics
  • Time Series Econometrics
  • Financial econometrics

Education

PH. D   DOCTOR IN PHILOSOPHY (ECONOMETRICS)

PAKISTAN INSTITUTE OF DEVELOPMENT ECONOMICS        

ISLAMABAD, PAKISTAN           

IN PROGRESS

    

 

 

 

M.PHIL    MASTERS IN PHILOSOPHY (ECONOMICS)  

QUAID I AZAM UNIVERSITY ISLAMABAD

ISLAMABAD, PAKISTAN           

2017

Experience

TEACHING ASSISTANT   SEPTEMBER-2021-JANUARY-2022

PAKISTAN INSTITUTE OF DEVELOPMENT ECONOMICS, ISLAMABAD

ISLAMABAD, PAKISTAN          

TEACHING ASSISTANT    OCTOBER-2013-JUNE-2014

FATIMA JINNAH WOMEN UNIVERSITY, RAWALPINDI

RAWALPINDI, PAKISTAN         

Publications

  1. Modeling volatility spillover and role of volatility spillover effect to improve forecasting performance of GARCH models based on varying distributions. Published in Kashmir Economics Review, 2023.
  2. Mechanism of volatility spillover between stock, currency and commodity market of Pakistan. Published in Pakistan Development Review, 2021.
  3. Volatility spillover between stock market and currency market of Pakistan in the presence of structural breaks. Published in Business Review, 2021.

Interests

  • Microeconomics
  • Macroeconomics
  • Time Series Econometrics
  • Financial econometrics