Testing the dynamic linkages of the Pakistani stock market with regional and global markets
Year of publication: |
July-December 2017
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Authors: | Aziz, Zohaib ; Iqbal, Javed |
Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 22.2017, 2, p. 89-116
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Subject: | Dynamic linkages | bivariate GARCH | financial market integration | Finanzmarkt | Financial market | Börsenkurs | Share price | Marktintegration | Market integration | Pakistan | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Kointegration | Cointegration |
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