Dr Syed Shabi-Ul-Hassan

Senior Lecturer

Accounting and Finance

+44 (0) 1792 606157

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Office 224 - 224
Second Floor
School of Management
Bay Campus

Available For Postgraduate Supervision

Research Links

https://orcid.org/0000-0003-0884-0576

ResearchGate

Google Scholar

About

Syed is currently working as a Senior Lecturer in Finance at the School of Management, Swansea University. He is also Deputy Head of Hawkes Centre for Empirical Finance. He received his PhD on Asymmetries in the Macro/Financial Time Series from University of Southampton. He holds teaching fellowship of the UK Higher Education Authority.

His research interests include asymmetries and nonlinearities, international financial markets, asset pricing and modelling volatility and economic uncertainty.

His current teaching responsibilities include international corporate finance and empirical finance at the postgraduate level.

His research has been published in various reputed international journals including, International Review of Financial Analysis, Journal of International Financial Markets and Institutions and International Journal of Finance and Economics.

Areas Of Expertise

Financial Modelling
Economic Uncertainty
Asset Pricing Models
Asymmetries and Nonlinearities in the Financial Time Series

Career Highlights

Teaching Interests

Empirical Finance (Postgraduate)
Corporate Finance (Undergraduate)
Derivatives and Risk Management (Undergraduate)

Research Collaborations

Publications

Research Highlights

Shabi-Ul-Hassan, S. & Choudhry, T. (n.d.)
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64355
Shabi-Ul-Hassan, S., Shabi, S., & Choudhry, T. (n.d.) COVID-19, Financial Stress, and the Time-Varying Beta of Airlines. In World Finance Conference, University of Agder, Kristiansand, Norway, August 2-4 2023
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64354
https://www.world-finance-conference.com/conference.php?id=25
Shabi-Ul-Hassan, S., Shabi, S., & Choudhry, T. (n.d.) Asymmetry, Uncertainty and US International Trade. In World Finance Conference, Norway
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64197
https://www.world-finance-conference.com/
Choudhry, T., Shabi-Ul-Hassan, S., & Shabi, S. (2021). UK House Prices – Connectedness or Ripple Effect?. In Amjad Almusaed; Asaad Almssad (Ed.), Sustainable Housing IntechOpen
https://doi.org/10.5772/intechopen.98868, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61897
Choudhry, T., Hassan, S., Papadimitriou, F., & Shabi-Ul-Hassan, S. (2014). UK imports, third country effect and the global financial crisis: Evidence from the asymmetric ARDL method. International Review of Financial Analysis, 32, 199-208.
https://doi.org/10.1016/j.irfa.2013.11.003, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21492
Choudhry, T., Hassan, S., Shabi, S., & Shabi-Ul-Hassan, S. (2015). Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. International Review of Financial Analysis, 41, 247-256.
https://doi.org/10.1016/j.irfa.2015.03.011, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21490
http://www.sciencedirect.com/science/article/pii/S1057521915000484
Choudhry, T., Hassan, S., Shabi, S., & Shabi-Ul-Hassan, S. (2019). U.S. economic uncertainty, EU business cycles, and the global financial crisis. International Journal of Finance & Economics, 1-15.
https://doi.org/10.1002/ijfe.1726, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa45910
https://onlinelibrary.wiley.com/doi/full/10.1002/ijfe.1726
Choudhry, T., Hassan, S., & Shabi-Ul-Hassan, S. (2015). Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis. Journal of International Financial Markets, Institutions and Money, 39, 89-101.
https://doi.org/10.1016/j.intfin.2015.07.004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22543
http://www.sciencedirect.com/science/article/pii/S1042443115000918

All Research

Journal Articles

Choudhry, T., Hassan, S., Shabi, S., & Shabi-Ul-Hassan, S. (2019). U.S. economic uncertainty, EU business cycles, and the global financial crisis. International Journal of Finance & Economics, 1-15.
https://doi.org/10.1002/ijfe.1726, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa45910
https://onlinelibrary.wiley.com/doi/full/10.1002/ijfe.1726
Choudhry, T., Hassan, S., & Shabi-Ul-Hassan, S. (2015). Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis. Journal of International Financial Markets, Institutions and Money, 39, 89-101.
https://doi.org/10.1016/j.intfin.2015.07.004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22543
http://www.sciencedirect.com/science/article/pii/S1042443115000918
Choudhry, T., Hassan, S., Shabi, S., & Shabi-Ul-Hassan, S. (2015). Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. International Review of Financial Analysis, 41, 247-256.
https://doi.org/10.1016/j.irfa.2015.03.011, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21490
http://www.sciencedirect.com/science/article/pii/S1057521915000484
Choudhry, T., Hassan, S., Papadimitriou, F., & Shabi-Ul-Hassan, S. (2014). UK imports, third country effect and the global financial crisis: Evidence from the asymmetric ARDL method. International Review of Financial Analysis, 32, 199-208.
https://doi.org/10.1016/j.irfa.2013.11.003, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa21492

Book Chapters

Choudhry, T., Shabi-Ul-Hassan, S., & Shabi, S. (2021). UK House Prices – Connectedness or Ripple Effect?. In Amjad Almusaed; Asaad Almssad (Ed.), Sustainable Housing IntechOpen
https://doi.org/10.5772/intechopen.98868, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61897

Conference Contributions

Shabi-Ul-Hassan, S., Shabi, S., & Choudhry, T. (n.d.) COVID-19, Financial Stress, and the Time-Varying Beta of Airlines. In World Finance Conference, University of Agder, Kristiansand, Norway, August 2-4 2023
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64354
https://www.world-finance-conference.com/conference.php?id=25
Shabi-Ul-Hassan, S., Shabi, S., & Choudhry, T. (n.d.) Asymmetry, Uncertainty and US International Trade. In World Finance Conference, Norway
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64197
https://www.world-finance-conference.com/

Other Research Outputs

Shabi-Ul-Hassan, S. & Choudhry, T. (n.d.)
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64355

Supervision

Essays on forecasting stock market volatility (current)

PhD

Other supervisor: Dr Katerina Tsakou

Other supervisor: Dr Sarosh Shabi

Taught Modules

MN-3505 Asset Management

This module is concerned with recent advances in asset and portfolio management. It seeks to provide a systematic understanding of the portfolio management concepts and its components. Emphasis is given to the asset allocation process, the equity and fixed-income portfolio, management strategy and performance evaluation. The students will have an opportunity to learn how to make use of the database, DATASTREAM. This database provides information on a variety of assets, macro-economic data and financial statements of companies around the world.
MN-M511 Empirical Finance

This module aims to provide students with an understanding and appreciation of recent developments in empirical finance. The module is topical in nature, exposing students to the recent empirical studies and econometric methods employed in the analysis of range of financial issues.