Dynamic relationship and volatility spillover between the stock market and the foreign exchange market in Pakistan : evidence from VAR-EGARCH modelling
Abdul Qayyum and Muhammad Arshad Khan
| Year of publication: |
2014
|
|---|---|
| Authors: | Qayyum, Abdul ; Khan, Muhammad Arshad |
| Publisher: |
Islamabad : PIDE |
| Subject: | Aktienindex | Stock index | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Kointegration | Cointegration | Pakistan | 1997-2012 |
| Extent: | Online-Ressource (22 S.) |
|---|---|
| Series: | PIDE working papers. - Islamabad, ZDB-ID 2257211-9. - Vol. 103 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010400777