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http://arks.princeton.edu/ark:/88435/dsp01bn999897t| Title: | Volatility Spillover between the Stock Market and the Foreign Market in Pakistan |
| Contributors: | Qayyum, Abdul Kemal, A. R. |
| Keywords: | Stock Market --Pakistan Forex Market --Pakistan EGARCH --Pakistan Volatility Spillover Stock Market Returns Foreign Exchange Return --Pakistan Pakistan |
| Issue Date: | 2006 |
| Publisher: | Pakistan Institute of Development Economics |
| Place of Publication: | Islamabad, Pakistan |
| Series/Report no.: | PIDE Working Papers, 2006:7 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01bn999897t |
| Related resource: | http://pide.org.pk/pdf/Working%20Paper/PIDE%20Working%20Papers%202006-7.pdf |
| Appears in Collections: | Serials and series reports (Publicly Accessible) - PIDE working papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2006-7VolatilitySpilloverWorkingPapers2006-7-1.pdf | 563.45 kB | Adobe PDF | View/Download |
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