Kent Business School

About

Dr Mohammad Hasan joined the Accountancy and Finance subject group of Kent Business School in September 2009. He received his Ph.D. from the Northeastern University, USA. He previously held Associate Professor post at the King Fahd University of Petroleum and Minerals (KFUPM), Saudi Arabia (2008-2009) and Senior Lecturer post at the Sheffield Hallam University (1996-2006).

Contact Information

Address

Room 369
Sibson
Kent Business School
Canterbury
CT2 7FS

14:00 - 15:00 Monday 14:00 - 15:00 Tuesday

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Publications

Also view these in the Kent Academic Repository

Article
Gausden, R. and Hasan, M. (2016). Would information on consumer confidence have helped to predict UK household expenditure during the recent economic crisis? Applied Economics [Online] 48:1695-1709. Available at: http://dx.doi.org/10.1080/00036846.2015.1105926.
Hasan, M. (2015). The relationship between economic growth and exports in mainland China:evidence from the structural time series model. The Empirical Economics Letters 14:537-542.
Gausden, R. and Hasan, M. (2012). A Comparison of Consumer and Retail Trade Confidence Indicators for Predicting Household Expenditure in the U.K. Empirical Economics Letters [Online] 11:669-676. Available at: http://www.eel.my100megs.com/volume-11-number-7.htm.
Hasan, M. (2011). Seasonal Cointegration and Long-run Neutrality of Money in the USA. Economic Notes 40:93-105.
Hasan, M. (2010). Modeling the Dynamics of Money Income from a Vector Correction Model. Journal of Developing Areas [Online] 43:233-253. Available at: http://dx.doi.org/10.1353/jda.0.0067.
Hasan, M. (2010). The long-run relationship between population and per capita income growth in China . Journal of Policy Modeling [Online] 32:355-372. Available at: http://dx.doi.org/10.1016/j.jpolmod.2009.09.005 .
Hasan, M. (2009). Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 19632009 . International Journal of Business and Economics 8:225-242.
Choudhry, T. and Hasan, M. (2008). Exchange rate regime and demand for reserves: Evidence from Kenya, Mexico and Philippines . Open Economies Review [Online] 19:167-181. Available at: http://dx.doi.org/10.1007/s11079-007-9023-y .
Sultan, J. and Hasan, M. (2008). The effectiveness of dynamic hedging: evidence from selected European stock index futures . European Journal of Finance [Online] 14:469-488. Available at: http://dx.doi.org/10.1080/13518470801890685.
Hasan, M. (2008). Stock returns, inflation and interest rates in the United Kingdom. European Journal of Finance [Online] 14:687-699. Available at: http://dx.doi.org/10.1080/13518470802042211 .
Islam, M. and Hasan, M. (2007). The Macroeconomic Effects of Government Debt on Capital Formation in the United States: An Empirical Investigation . Manchester School [Online] 75:598-616. Available at: http://dx.doi.org/10.1111/j.1467-9957.2007.01032.x.
Hasan, M. (2006). Equilibrium and efficiency of exchange rates in a silver-based monetary system - the cases of India and Iran. Economics Letters [Online] 93:318-322. Available at: http://dx.doi.org/10.1016/j.econlet.2006.05.022.
Islam, M. and Hasan, M. (2006). The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach. International Journal of Business and Economics 5:129-145.
Hasan, M. (2006). The prices of silver and exchange rates in a metallic monetary system - the cases of India and Iran . Empirical Economics [Online] 31:195-206. Available at: http://dx.doi.org/10.1007/s00181-005-0037-2 .
Hasan, M. (2006). An empirical investigation to determine the long-run relationship between population growth and per capita income in Bangladesh. Journal of Bangladesh Studies 7:16-26.
Hasan, M. (2006). A century of Purchasing Power Parity: evidence from Canada and Australia. Applied Financial Economics [Online] 16:145-156. Available at: http://dx.doi.org/10.1080/09603100500390091.
Hasan, M. (2005). An alternative approach in investigating lead-lag relationships between stock and stock index futures markets - comment . Applied Financial Economics Letters [Online] 1:125-130. Available at: http://dx.doi.org/10.1080/17446540500047296 .
Hasan, M. (2005). Business cycles, mortgage rates and housing starts in the United Kingdom - an empirical analysis. Briefing Notes in Economics:1-13.
Hasan, M. (2005). The information content of M0 in the United Kingdom. Applied Economics Letters [Online] 12:711-717. Available at: http://dx.doi.org/10.1080/13504850500243904.
Hasan, M. (2004). On the validity of the random walk hypothesis applied to the Dhaka stock exchange. . International Journal of Theoretical and Applied Finance [Online] 7:1069-1085. Available at: http://dx.doi.org/10.1142/S0219024904002797 .
Hasan, M. (2004). Univariate time series behaviour of the real exchange rate: evidence from colonial India . Economics Letters [Online] 84:75-80. Available at: http://dx.doi.org/10.1016/j.econlet.2003.12.012 .
Hasan, M. and Taghavi, M. (2002). Residential investment, macroeconomic activity and financial deregulation in the UK: an empirical investigation . Journal of Economics and Business [Online] 54:447-462. Available at: http://dx.doi.org/10.1016/S0148-6195(02)00093-0.
Hasan, M. (2002). Concessional foreign capital inflows and domestic savings across countries: Dependency hypothesis re-visited. Journal of Economic Studies [Online] 29:388-422. Available at: http://dx.doi.org/10.1108/01443580210448844.
Hasan, M. (2002). The long-run relationship between population and per capita income in Bangladesh. Bangladesh Development Studies 28:65-84.
Hasan, M. (2001). The behaviour of the currency-deposit ratio in mainland China . Applied Financial Economics [Online] 11:659-668. Available at: http://dx.doi.org/10.1080/096031001753266948.
Hasan, M. (2001). Is there a long run relationship between population growth and living standards? The case of India - a re-examination. Indian Economic Journal 48:27-34.
Hasan, M. (1999). Monetary growth and inflation in China: A re-examination . Journal of Comparative Economics [Online] 27:669-685. Available at: http://dx.doi.org/10.1006/jcec.1999.1607 .
Hasan, M. (1999). New Evidence on Casual Relationships between the Money Supply, Prices and Wages in the UK. Economic Issues 4:75-87.
Hasan, M. (1998). The choice of appropriate monetary aggregates in the United Kingdom. Applied Economics Letters [Online] 5:563-568. Available at: http://dx.doi.org/10.1080/758529500 .
Hasan, M. and Lincoln, I. (1997). Tax then spend or spend then tax? Experience in the UK, 1961-93. Applied Economics Letters [Online] 4:237-239. Available at: http://dx.doi.org/10.1080/758518502.
Masih, A., Masih, R. and Hasan, M. (1997). New evidence from an alternative methodological approach to the defence spending-economic growth causality issue in the case of mainland China . Journal of Economic Studies [Online] 24:123-140. Available at: http://dx.doi.org/10.1108/01443589710167347.
Hasan, M. (1997). Money, price and causality in mainland China. Bangladesh Development Studies 25.
Hasan, M. and Taghavi, M. (1996). Money, output, price and causality in mainland China. Applied Economics Letters [Online] 3:101-105. Available at: http://dx.doi.org/10.1080/135048596356799 .
Hasan, M. (1990). Vector autoregression and atheoretical econometrics. Social Science Perspectives Journal 4.
Hasan, M. (1983). External trade of Bangladesh in retrospect. Bangladesh Journal of Political Economy 6.
Hasan, M. (1983). Interest rate as a factor for financing the rural poor: some observations and remarks. Bank Parikrama (Bank Review) VIII.
Hasan, M. (1982). Inflation in Bangladesh: a query for the causative factors. Bank Parikrama (Bank Review) VII.
Book section
Hasan, M. and Choudhry, T. (2013). On the Effectiveness of Dynamic Stock Index Portfolio Hedging. in: Batten, J. A., MacKay, P. and Wagner, N. eds. Advances in Financial Risk Management: Corporates, Intermediaries and Portfolios. Basingstoke: Palgrave Macmillan, pp. 364-390.
Hasan, M. (2008). An empirical investigation the long-run relationship between population growth and per capita income in Bangladesh. in: Andaleeb, S. S. ed. The Bangladesh Economy: Diagnoses Prescriptions, Selection from the Journal of Bangladesh Studies. University Press Limited, Dhaka.
Hasan, M. (2007). The dynamic relationship between fertility rate and its proximate determinants in Bangladesh. in: Islam, M. F. and Andaleeb, S. S. eds. Development Issues of Bangladesh Vol III - Quality of Life and Human Development. University Press Limited, Dhaka, pp. 253-267.
Conference or workshop item
Alexandridis, A. and Hasan, M. (2016). Global Financial Crisis and Multiscale Systematic Risk: Evidence from Selected European Markets. in: Financial Econometrics and Empirical Asset Pricing Conference.
Alexandridis, A. and Hasan, M. (2015). Analysing the Multiscale Systematic Risk During the Global Financial Crisis: Evidence from Selected European Stock Markets. in: 14th Hellenic Finance and Accounting Association.
Gausden, R. and Hasan, M. (2013). The usefulness of an indicator of consumer confidence for the purpose of predicting household consumption expenditures in the UK. in: The 45th Annual Money Macro and Finance Conference .
Alexandridis, A. and Hasan, M. (2013). Global Financial Crisis and Multyscale Systematic Risk: Evidence from Selected European Markets. in: The Impact of Global Financial Crisis: on Banks, Financial Markets and Institutions in Europe.
Hasan, M. (2012). Forecasting dynamic hedge ratios and the Value at Risk using GARCH models: evidence from SP 500 FTSE 100 and NIKKEI 225. in: The 2nd International Conference of the Financial Engineering and Banking Society on the 'Recent Development in Financial Markets and Banking'.
Hasan, M. and Choudhry, T. (2011). The effectiveness of dynamic hedging: evidence from emerging markets stock futures. in: 18th Annual Meeting of the Multinational Finance Society.
Choudhry, T. and Hasan, M. (2011). Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models. in: Annual Meeting of the European Financial Management Association .
Sultan, J. and Hasan, M. (2006). The effectiveness of dynamic hedging: evidence from selected European stock futures . in: 13th International Conference - Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management.
Hasan, M. and Islam, M. (2004). The monetary approach to the determination of the dollar-yen exchange rates: a cointegration analysis. in: Eastern Economic Association Annual Conference.
Hasan, M. (2003). The long run relationship between population growth and per capita income in mainland China. in: Bangladesh Institute of Development Studies Seminar.
Hasan, M. (1990). Dynamic adjustment of equilibrium income in error correction model. in: 16th Annual Convention of the Eastern Economic Association.
Hasan, M. (1989). Autoregressive modelling of the St.Louis equation. in: 15th Annual Convention of the Eastern Economic Association.
Monograph
Hasan, M. and Islam, M. (2002). The effects of the U.S. public debt on key macroeconomic variables. Office of the Inspector General of the US Treasury.
Hasan, M. (1995). Monetary policy, fiscal policy and aggregate economic activity in a vector autoregressive model. University of Northumbria.
Hasan, M. (1994). Causality between defence spending and economic growth in China: a re-examination. University of Northumbria.
Total publications in KAR: 55 [See all in KAR]
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Research Interests

Dr Hassan's research interests and achievements cover broad fields of financial economics, international finance, macro and monetary economics. Dr Hasan is working with Professor Toufiq Choudhry of Southampton Management School on the ‘assessment of forecasting performance of time varying hedge ratios of stock indices futures in selected emerging markets’, and with Dr Robert Gausden of Portsmouth Business School on ‘the effects of economic uncertainty on different forms of household expenditures’.

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Teaching

Dr Mohammad Hasan taught Finance modules in the undergraduate and postgraduate degree programmes. He is currently teaching International Money and Finance, and Financial Systems and Institutions in the MSc Finance suite and Principles of Finance in the Accounting and Finance undergraduate degree Programme.

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Professional

Dr Hasan is currently a fellow of the UK Higher Education Academy. He is a member of the American Economic Association.

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Supervison

Dr Hasan is interested in supervising PhD students in the areas of financial economics, international finance, macro and monetary economics.

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Last Updated: 09/03/2017