Syed Shabi Ul Hassan

• MBA, MSc, PhD
• Lecturer at Swansea University

The performance of the housing market is currently considered a measure of economic activity. This research explores the connectedness vs. the ripple effect hypothesis in the current house pricing literature. Using linear causality and nonlinear causality tests we show significant bidirectional dependence between the London house prices and other U...

This paper investigates the impact of the U.S. economic uncertainty on the business cycles (changes in the industrial production) of 12 European Union (EU) countries before and during the global financial crisis. Empirical tests are conducted using the linear and non‐linear causality tests, impulse response function, and variance decomposition. Res...

This paper investigates the impact of the US economic uncertainty on the business cycles (changes in the industrial production) of 12 European Union (EU) countries before and during the global financial crisis. Empirical tests are conducted using the linear and nonlinear causality tests, impulse response function, and variance decomposition. Result...

This paper studies the role of exchange rate volatility in determining the UK's real imports from three major developing countries – Brazil, China, and South Africa. The paper contributes to the literature by investigating the third country effect and also by analyzing the impact of the current financial crisis on the relationship between exchange...

This paper investigates the nonlinear dynamic co-movements between gold returns, stock market returns and stock market volatility during the recent global financial crisis for the UK (FTSE 100), the US (S&P 500) and Japan (Nikkei 225). Initially, the bivariate dynamic relationships between i) gold returns and stock market returns and ii) gold retur...

This paper examines the role of exchange rate volatility in determining real imports. As a robustness check, it further explores the impact of the recent global financial crisis which is a period characterized by heightened exchange rate volatility. More specifically, we investigate the impact of exchange rate volatility on UK real imports from Ger...

This paper investigates the influence of exchange rate volatility on the real imports of the United Kingdom from Germany, Japan and the US during the period 1991-2011. The sample applied also includes the current global financial crisis. Thus this paper also investigates the potential affect of the crisis on UK imports from these three major trade...