Taufiq Choudhry

About

Professor Taufiq Choudhry is Professor of Finance within Southampton Business School at the University of Southampton.

Research

Research groups

Member of:

Research interests

Financial Markets
Financial Economics
International Trade
Housing Market
Financial and Economic Uncertainty

Current research

Taufiq is currently working on several research projects. His current research projects involve economic uncertainty and Covid-19 effects on financial markets and the economy.

Research projects

Active projects

Impact of oil price fluctuations and volatility on the business cycle of major oil exporting and importing countries

Researchers:

Professor Taufiq Choudhry

Publications

77 publications

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An improved framework for approximating option prices with application to option portfolio hedging.

Sharif Mozumder, Michael Dempsey, M. Humayun Kabir & Taufiq Choudhry, 2016, Economic Modelling, 285-296

DOI: 10.1016/j.econmod.2016.07.023

Type: article

Forecasting the daily time - varying beta of European Banks during the crisis period: comparison between GARCH models and the Kalman Filter

Taufiq Choudhry & Yuanyuan Zhang, 2016, Journal of Forecasting, 36(8), 956-973

DOI: 10.1002/for.2442

Type: article

Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests

Taufiq Choudhry, Fotios I. Papadimitriou & Sarosh Shabi, 2016, Journal of Banking & Finance, 66, 89-101

DOI: 10.1016/j.jbankfin.2016.02.005

Type: article

Exchange rate volatility and UK imports from developing countries: the effect of the global financial crisis

Taufiq Choudhry & Syed S. Hassan, 2015, Journal of International Financial Markets, Institutions and Money, 39, 89-101

DOI: 10.1016/j.intfin.2015.07.004

Type: article

Level of efficiency in the UK equity market

Taufiq Choudhry & Ranadeva Jayasekera, 2015, Review of Quantitative Finance and Accounting, 44(2), 213-242

DOI: 10.1007/s11156-013-0404-6

Type: article

Market Efficiency during the Global Financial Crisis: Empirical Evidence from European Banks

Taufiq Choudhry & Ranadeva Jayasekera, 2014, Journal of International Money and Finance, 49(B), 299-318

DOI: 10.1016/j.jimonfin.2014.03.008

Type: article

Time-varying risk premium yield spread effect in term structure and global financial crisis: evidence from Europe

Taufiq Choudhry, 2014, International Review of Financial Analysis, 1-9

DOI: 10.1016/j.irfa.2015.08.012

Type: article

UK imports, the third country effect and the global financial crisis: evidence from the asymmetric ARDL method

Taufiq Choudhry, Syed Shabi UI Hassan & Fotios I. Papadimitriou, 2014, International Review of Financial Analysis, 32, 199-208

DOI: 10.1016/j.irfa.2013.11.003

Type: article

Returns and volatility spillover in the European banking industry during global financial crisis: flight to perceived quality or contagion?

Taufiq Choudhry & Ranadeva Jayasekera, 2014, International Review of Financial Analysis, 36, 36-45

DOI: 10.1016/j.irfa.2014.05.003

Type: article

The long memory of the forward premium during the 1920s float: evidence from the European foreign exchange market

Taufiq Choudhry, 2013, European Journal of Finance, 19(10), 964-977

DOI: 10.1080/1351847X.2012.703142

Type: article

Teaching

Currently, Taufiq teaches Introduction to Finance at the MSc level. His teaching interests are mostly in Corporate Finance, Financial Markets and Financial Econometrics.

Taufiq has taught at all levels, UG, PG and MBA and has taught both online and face to face.

External roles and responsibilities

Name: IntelOpen (Publisher)

Role: Reviewer

Year: 2022

Biography

Taufiq is originally from Pakistan but was educated in the USA, where he studied his BSc, MSc and PhD.

Taufiq joined the University of Southampton in 2006 as a Professor of Finance. His research and teaching interests are mainly in Corporate Finance, Finanical Markets and Financial Econometrics.

Prizes

Stanford 2% Global Scientist Citation Rankings (2021)