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http://arks.princeton.edu/ark:/88435/dsp01h415pc92s| Title: | Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling |
| Contributors: | Qayyum, Abdul Khan, Muhammad Arshad |
| Keywords: | Stock Market --Pakistan Stock Market and Foreign Exchange Market --Global Stock Market - Foreign Exchange Market --Pakistan EGARCH Foreign exchange market return -- stock market returns -- volatility of stock market returns Volatility Spillover Pakistan |
| Issue Date: | 2014 |
| Publisher: | Pakistan Institute of Development Economics |
| Place of Publication: | Islamabad, Pakistan |
| Series/Report no.: | PIDE Working Papers, 2014: 103 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01h415pc92s |
| Related resource: | http://pide.org.pk/pdf/Working%20Paper/WorkingPaper-103.pdf |
| Appears in Collections: | Serials and series reports (Publicly Accessible) - PIDE working papers |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 2014103DynamicRelationshipandVolatilityWorkingPaper-103.pdf | 593.41 kB | Adobe PDF | View/Download |
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