Research
Shocks, credit and crashes
Three questions run through my work. How do climate shocks become credit losses? How much do false stories move prices? What turns leverage into a systemic event?
Climate Change Shocks and Credit Risk in Pakistan
A satellite-enhanced ARDL approach to how climate shocks affect banks' non-performing loans across sectors. The panel covers 41,801 district-month observations and uses time-series econometrics to separate short-run shocks from long-run relationships.
Anatomy of the Oct 10–11, 2025 Crypto Liquidation Cascade
Macroeconomic triggers, market microstructure and systemic-risk lessons from a major crypto market crash. The paper looks at how leverage and liquidity drove forced selling through the market.
Volatility Effects of Fake News on Global Stock Markets
Evidence from event studies on how false news moves stock prices and volatility across global markets.
Interests
- Climate risk and the banking sector
- Financial stability and stress testing
- Event studies and market reactions to news
- Leverage, liquidity and market microstructure
- Causal inference and impact evaluation
- Development economics and Pakistan's regional data
Methods and tools
Time-series and panel econometrics (ARDL, event studies), R (tidyverse, ggplot2), Python (pandas, NumPy), Power BI dashboards, and Excel for financial analysis. I write up data cleaning steps so that results can be reproduced.