Faculty Profile

Dr. Wali- Ullah

Assistant Professor

  • PhD (Economics),, Tohoku University, Sendai, Japan - 2013
  • MPhil (Applied Economics),, University of Karachi - 2008
  • MSc (Economics),, International Islamic University Islamabad - 2000
  • BS (Hons.-Economics),, International Islamic University, Islamabad, Pakistan - 1998
Area of Specialization: (Economics),
Professional Activities:
On-board Status: Available

Work Experience:

  • - Associate Professor, Research Fellow-CBER and Editor IBA Business Review at Institute of Business Administration, Karachi (Jun-2017 to PRESENT)
  • - Associate Professor and Research Fellow-CBER at Institute of Business Administration, Karachi (Sep-2016 to Jun-2017)
  • - Assistant Professor & Research Fellow-CBER at Institute of Business Administration, Karachi (Sep-2014 to Sep-2016)
  • - JSPS Postdoctoral Research Fellow at Tohoku University, Sendai (Oct-2013 to Aug-2014)
  • - Research/Teaching Assistant, Econometrics at Tohoku University, Sendai (Oct-2010 to Sep-2013)
  • - Lecturer-Economics at Department of Economics at University of Malakand, Pakistan (Sep-2007 to Mar-2008)
  • - Lecturer-Economics at Govt. Degree Collage Alpuri, Shangla, Pakistan (Dec-2002 to Feb-2006)

: 11422422 (Ext.2642)


Research Interest

List to come

  1. Dr. Wali- Ullah "Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors imply Better Out-of-Sample Forecasts?", Journal of Forecasting, Jul 01, 2016
  2. Dr. Wali- Ullah, Saba Saleem "Idiosyncratic Volatility and Asset Pricing in Emerging Markets: Case of Karachi Stock Market", 5th International Applied Business Research Conference (IABRC), May 17, 2016, Islamabad, Pakistan
  3. Saba Saleem, Dr. Wali- Ullah "Risk Assessment of Islamic Stock Portfolios with CAPM and Multifactor Asset Pricing Model", Islamic Finance Banking & Business Ethics Global Conference (IFBBE 2016), Mar 26, 2016, Lahore, Pakistan
  4. Dr. Wali- Ullah "Evolving Corporate Governance and Firms Performance: Evidence from Japanese Firm", Economics of Governance, Mar 18, 2016
  5. Dr. Wali- Ullah, Dr. Mohammad Nishat "Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach", Proceedings of 5th Asian Management Research and Case Conference (AMRC), Jan 17, 2016, Dubai
  6. Dr. Wali- Ullah, Dr. Mohammad Nishat "The Term Structure of Government Bond Yields in an Emerging Market: Empirical Evidence from Pakistan Bond Market", Proceedings Conference on Structural Reforms for Inclusive Development, Mar 17, 2015, Karachi, Pakistan
  7. Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda "Generalized Nelson-Siegel Term Structure Model: Do the Second Slope and Curvature Factors Improve the In-Sample Fit and Out-of-Sample Forecast?", Journal of Applied Statistics, Jan 31, 2015
  8. Dr. Wali- Ullah, Yasumasa Matsuda, Yoshihiko Tsukuda "Dynamics of the Term Structure of Interest Rates and Monetary Policy: Is Monetary Policy Effective during Zero Interest Rate Policy?", Journal of Applied Statistics, Mar 31, 2014
  9. Shaif Jarallah, Dr. Wali- Ullah "Evolving Corporate Governance and the Dividends Behaviour Regime in Japan", International Review of Economics, Mar 29, 2014
  10. Dr. Wali- Ullah, Shahzadah Nayyar Jehan "Evolving Ownership and the Capital Structure Regime in Japan", The Lahore Journal of Business, Dec 31, 2013, Lahore, Pakistan
  11. Dr. Wali- Ullah, Yoshihiko Tsukuda, Yasumasa Matsuda "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?", Journal of Forecasting, Dec 30, 2013
  12. Dr. Mohammad Nishat, Dr. Wali- Ullah "Financial Reforms and Corporate Finance in Emerging Markets: An Analysis of Dividend Policy among Public Listed Firms in Pakistan", IBA Business Review, Jun 30, 2012, Karachi, Pakistan
  13. Shah Khalid, Fazli Rabbi, Dr. Wali- Ullah "How Economic Hardship and Financial Deepening Affect the Inflow of Remittances to Pakistan: Empirical Findings Based on a Bound Test Model", Sarhad Journal of Agriculture (SJA), May 31, 2011, Peshawar, Pakistan
  14. Dr. Wali- Ullah, Mehmood Khan Kakar, Rehmatullah Kakar, Wakeel Khan "The Determination of Trade Balance of Pakistan Economy: An ARDL Cointegration Approach", The Lahore Journal of Economics, Jun 30, 2010, Pakistan
  15. Samina Khalil, Mehmood Khan Kakar, Dr. Wali- Ullah "Role of Tourism in Economic Growth: Empirical Evidence from Pakistan Economy", The Pakistan Development Review (PDR), Dec 31, 2007, Pakistan