Dr Muhammad Farid Ahmed completed his PhD in Economics from the University of Cambridge in 2017. His Research Interests draw from Macroeconomics, Time Series Econometrics and Finance with a particular focus on asset pricing. While a significant space in his thesis is devoted to explosiveness in asset prices, the overarching theme and message of his research is that asset markets undergo different states and depending on the state they are in, the dynamics vary. Additionally, Dr Farid is also interested in production networks, particularly with regards to input-output linkages.
Dr Farid previously taught at LUMS in 2009-10 as a Teaching Fellow and has also served as a Teaching Fellow at the University of Cambridge.
Macroeconomics, Time Series Econometrics and Finance Econometrics, Empirical Macroeconomics with a particular focus on Asset Pricing.
Ph.D., Economics, University of Cambridge
MSc. Investment Management, ICMA Centre at the University of Reading
MPhil Economics, University of Cambridge
B.Sc. (hons) Economics, Lahore University of Management Sciences
Associate Member of ICAEW
What proportion of Time is a particular Market Inefficient? A Method for Analysing the frequency of market efficiency when equity prices follow Threshold Auto-regressions