Dr Sarosh Shabi

Senior Lecturer

Accounting and Finance

+44 (0) 1792 295537

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Office 224 - 224
Second Floor
School of Management
Bay Campus

Available For Postgraduate Supervision

Research Links

https://orcid.org/0000-0001-9198-2860

ResearchGate

Google Scholar

About

Sarosh has a PhD in Finance from Southampton Business School. She specialises in international financial markets with particular interest in equities. Her research interests include macro-financial relationships, uncertainty, financial crisis and nonlinearities in economic and financial time series.

Her research work has been published in reputed international journals including, Journal of Banking and Finance, International Review of Financial Analysis and International Journal of Finance and Economics.

Sarosh is a Fellow of the UK Higher Education Authority. She is Deputy Director of Finance Conversion Masters programmes at Swansea University. Her teaching portfolio has included, International Financial Markets, Equities and Fixed Income Securities, Derivatives and Risk Management, and Corporate Finance over the years both at postgraduate and undergraduate levels.

Areas Of Expertise

International Financial Markets
Uncertainty and Financial Crisis
Nonlinear Time Series

Career Highlights

Teaching Interests

International Financial Markets (Postgraduate)
Corporate Finance (Postgraduate)
Equity and Fixed Income Securities (Postgraduate)
Derivatives and Risk Management (Undergraduate)

Collaborations

Publications

Research Highlights

Choudhry, T., Papadimitriou, F., & Shabi, S. (2016). Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests. Journal of Banking & Finance, 66, 89-101.
https://doi.org/10.1016/j.jbankfin.2016.02.005, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa26442
http://www.sciencedirect.com/science/article/pii/S0378426616000431
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., 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
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/
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

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., Papadimitriou, F., & Shabi, S. (2016). Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests. Journal of Banking & Finance, 66, 89-101.
https://doi.org/10.1016/j.jbankfin.2016.02.005, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa26442
http://www.sciencedirect.com/science/article/pii/S0378426616000431
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

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.) 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/
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

Supervision

Untitled (current)

PhD

Other supervisor: Dr Mohammad Abedin
Essays on forecasting stock market volatility (current)

PhD

Other supervisor: Dr Katerina Tsakou

Other supervisor: Dr Syed Shabi-Ul-Hassan

Taught Modules

MN-D023 Independent Research Project

The module aims to develop fundamental research skills. It comprises the development of a research proposal which will form the foundation for supervised research work leading to a dissertation in the field of accounting or finance. The specific research topic will be chosen by the student following consultation with their supervisor. This module is exclusive to MSc Investment Management MSc International Banking and Finance MSc International Finance MSc Finance Technology (FinTech) MSc Financial Analytics MSc Sustainable Finance MSc International Accounting and Finance MSc International Financial Management MSc Finance and Big Data Analytics MSc Strategic Accounting This module is not available to incoming exchange/visiting students.
MN-M003 International Financial Markets

The financial sector is one of the most dynamic sectors of a modern economic system. Innovations within the financial system of developed economies have been increasingly important in recent years and they have been evolving continuously. It is, therefore, important to analyse and understand the main institutions in financial markets, and examine the nature of the financial instruments (securities) they use. This module aims to provide students with an in-depth knowledge of financial systems, institutions, markets and instruments.
MN-M008 International Financial Markets and Institutions

The financial sector is one of the most dynamic sectors of a modern global economic system. Innovations within the financial system of developed economies have been increasingly important in recent years and they have been evolving continuously. It is, therefore, important to analyse and understand the main institutions in financial markets, and examine the nature of the financial instruments (securities) they use. This module aims to provide students with an in-depth knowledge of financial systems, institutions, markets and instruments. In addition, this module also provides the gateway for students to understand the practice, policy and contemporary topics related to the financial markets and institutions.

Dr Sarosh Shabi

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