Details about Khurshid Kiani

Access statistics for papers by Khurshid Kiani.

Last updated 2018-04-06. Update your information in the RePEc Author Service.

Short-id: pki218

Journal Articles

2017

1. Financial Factors and Financial Crises: Evidence From Financial Statements of Mainland Chinese Firms
   Chinese Economy, 2017, 50, (1), 78-93

2016

2. On Modelling and Forecasting Predictable Components in European Stock Markets
   Computational Economics, 2016, 48, (3), 487-502 View citations (1)
3. On business cycle fluctuations in USA macroeconomic time series
   Economic Modelling, 2016, 53, (C), 179-186 View citations (2)

2015

4. Fiscal Balance and Current Account in Professional Forecasts
   Review of International Economics, 2015, 23, (2), 361-378 View citations (2)

2013

5. Can signal extraction help predict risk premia in foreign exchange rates
   Economic Modelling, 2013, 33, (C), 926-939 View citations (3)

2012

6. Financial factors and firm growth: evidence from financial data on Taiwanese firms
   Quantitative Finance, 2012, 12, (8), 1299-1314 View citations (5)

2011

7. Fluctuations in Economic and Activity and Stabilization Policies in the CIS
   Computational Economics, 2011, 37, (2), 193-220 View citations (6)
8. Relationship between portfolio diversification and value at risk: Empirical evidence
   Emerging Markets Review, 2011, 12, (4), 443-459 View citations (4)

2010

9. Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models
   Economics Bulletin, 2010, 30, (2), 1217-1232

2009

10. Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
    International Journal of Business and Economics, 2009, 8, (1), 37-54 View citations (2)
11. FORECASTING FORWARD EXCHANGE RATE RISK PREMIUM IN SINGAPORE DOLLAR/US DOLLAR EXCHANGE RATE MARKET
    The Singapore Economic Review (SER), 2009, 54, (02), 283-298 View citations (1)
12. Federal budget deficits and long-term interest rates in USA
    The Quarterly Review of Economics and Finance, 2009, 49, (1), 74-84 View citations (8)
13. Inflation in Transition Economies: An Empirical Analysis
    Transition Studies Review, 2009, 16, (1), 34-46
14. Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom
    Applied Econometrics and International Development, 2009, 9, (1) View citations (1)

2008

15. Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures
    Computational Economics, 2008, 32, (4), 383-406 View citations (17)

2007

16. Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries
    International Journal of Business and Economics, 2007, 6, (3), 237-253 View citations (3)
17. BUSINESS CYCLE ASYMMETRIES IN STOCK RETURNS: ROBUST EVIDENCE
    International Journal of Applied Econometrics and Quantitative Studies, 2007, 4, (2), 99-120
18. DETERMINATION OF VOLATILITY AND MEAN RETURNS: AN EVIDENCE FROM AN EMERGING STOCK MARKET
    International Journal of Applied Econometrics and Quantitative Studies, 2007, 4, (1), 103-118
19. Stock Returns Predictability in Transition Economies
    Transition Studies Review, 2007, 14, (1), 93-104 View citations (2)

2006

20. Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index
    The Pakistan Development Review, 2006, 45, (3), 369-381 View citations (2)
21. Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002
    Applied Econometrics and International Development, 2006, 6, (3) View citations (2)

2005

22. Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models
    Computational Economics, 2005, 26, (1), 65-89 View citations (16)

2004

23. On Business Cycle Asymmetries in G7 Countries
    Oxford Bulletin of Economics and Statistics, 2004, 66, (3), 333-351 View citations (26)