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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Qayyum, Abdul | - |
| dc.contributor.author | Khan, Muhammad Arshad | - |
| dc.date.accessioned | 2015-08-06T18:31:11Z | - |
| dc.date.available | 2015-08-06T18:31:11Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp01h415pc92s | - |
| dc.language.iso | en | en_US |
| dc.relation.ispartofseries | PIDE Working Papers, 2014: 103 | en_US |
| dc.relation.uri | http://pide.org.pk/pdf/Working%20Paper/WorkingPaper-103.pdf | en_US |
| dc.subject | Stock Market --Pakistan | en_US |
| dc.subject | Stock Market and Foreign Exchange Market --Global | en_US |
| dc.subject | Stock Market - Foreign Exchange Market --Pakistan | en_US |
| dc.subject | EGARCH | en_US |
| dc.subject | Foreign exchange market return -- stock market returns -- volatility of stock market returns | en_US |
| dc.subject | Volatility Spillover | en_US |
| dc.subject | Pakistan | en_US |
| dc.title | Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling | en_US |
| pu.projectgrantnumber | 690-1011 | en_US |
| pu.depositor | Mukherjee, Alpana | - |
| dc.publisher.place | Islamabad, Pakistan | en_US |
| dc.publisher.corporate | Pakistan Institute of Development Economics | en_US |
| Appears in Collections: | Serials and series reports (Publicly Accessible) - PIDE working papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2014103DynamicRelationshipandVolatilityWorkingPaper-103.pdf | 593.41 kB | Adobe PDF | View/Download |
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