Sheheryar Malik

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

DOWNLOADS

421

SSRN CITATIONS
Rank 29,986

SSRN RANKINGS

Top 29,986

in Total Papers Citations

25

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

The Term Structure of Growth-at-Risk

Number of pages: 41 Posted: 22 Aug 2018
International Monetary Fund, International Monetary Fund, Brookings Institution and International Monetary Fund (IMF)
Downloads 107 (324,734)

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Financial stability, downside risk, macrofinancial linkages, volatility paradox, quantile regression, General, International Business Cycles

2.

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (Syrin)

Number of pages: 54 Posted: 20 Feb 2018 Last Revised: 18 Nov 2021
Bank of England - Foreign Exchange Division, University of California, Davis - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 71 (416,820)

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Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

3.

Interconnectedness of Global Systemically-Important Banks and Insurers

Number of pages: 58 Posted: 25 Oct 2017
Sheheryar Malik and TengTeng Xu
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 52 (485,110)

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Equity prices, JEL Classification Numbers: G21, G22 and C32 Keywords: Global systemically important banks and insurers, connectedness, volatility, vector autoregression, Global systemically important banks and insurers, Time-Series Models, JEL Classification Numbers: G21 G22 and C32, Keywords: Global systemically important banks and insurers

4.

Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods

Bank of England Working Paper No. 518
Number of pages: 37 Posted: 07 Dec 2014
Sheheryar Malik and Andrew Meldrum
International Monetary Fund (IMF) and Board of Governors of the Federal Reserve System
Downloads 49 (497,701)
Citation 10

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Affine term structure model, term premia, bias correction, interest rate surveys, unspanned macro risks, shadow rate model

5.

On Swing Pricing and Systemic Risk Mitigation

Number of pages: 41 Posted: 09 Aug 2017
Sheheryar Malik and Peter Lindner
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 44 (519,956)

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Financial crises, Liquidity management; Mutual funds; Redemptions; Systemic risk; Swing pricing, Liquidity management, Mutual funds, Redemptions, Systemic risk, Swing pricing, Model Construction and Estimation, Quantitative Policy Modeling

6.

Low Growth and Low Inflation Expectations in the Post–COVID-19 World: A Market-Based Perspective

Number of pages: 3 Posted: 15 Apr 2021
Rohit Goel, Sheheryar Malik and Xingmi Zheng
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 35 (564,825)

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Inflation, monetary policy, risk premia, inflation breakeven, market implied densities

7.

Jumps and Liquidity in the U.S. Stock Market

International Monetary Fund, October 2018
Number of pages: 2 Posted: 24 Apr 2021
Rohit Goel and Sheheryar Malik
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 25 (624,501)

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market liquidity, S&P 500, US Equities, jumps, spectral analysis

8.

Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability

Number of pages: 39 Posted: 22 Jan 2020
Selim Elekdag, Sheheryar Malik and Srobona Mitra
Johns Hopkins University - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 22 (645,447)
Citation 1

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Financial crises, Central banks, Financial services, Banking systems, Macroprudential policies and financial stability, Bank profitability, quantile regressions, conditional distributions, WP, ROA, NPL, profitability, quantile, roe

9.

Assessing Loss of Market Access: Conceptual and Operational Issues

Number of pages: 64 Posted: 01 Dec 2017 Last Revised: 18 Nov 2021
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 16 (688,929)

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Market access, Debt restructuring, Sovereign debt restructuring, Default, Bonds, Developing countries, Developed countries, Emerging markets, Ireland, Argentina, Portugal, Ukraine, Greece, Belize, Brazil, Cyprus, Dominican Republic, Ecuador, Jamaica, Pakistan, Philippines, Market Access, Sovereign Debt Restructuring; Default; Bond Spreads, Sovereign Debt Restructuring, Default, Bond Spreads, Assessing Loss of Market Access:

10.

The Term Structure of Growth-at-Risk

Number of pages: 44 Posted: 03 Dec 2018
International Monetary Fund, International Monetary Fund, Brookings Institution and International Monetary Fund (IMF)
Downloads 0 (831,574)
Citation 12
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