Imperial College London

Dr Mobeen Iqbal

Business School

Visiting Researcher
 
 
 
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Contact

 

m.iqbal14 Website

 
 
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Location

 

E455BACE ExtensionSouth Kensington Campus

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Summary

 

Research Interests

 
  • International finance
  • FX/interest rate derivatives
  • Equity market volatility 
  • Portfolio choice, asset allocation, and investment strategies
  • Term structure modelling

Thesis Topics

show research

Title: "Essays in Financial Economics"

Chapter 1: "The failure of covered interest parity: FX hedging demand and costly balance sheets"

Chapter 2: "Agency and rising volatility"

Chapter 3: TBC


Work in progress:

  • Low volatility style rotation
  • Tax reform and funding markets
  • Taxes and price distortion: evidence from the UK housing market