Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
Year of publication: |
November 2017
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Authors: | Ghouse, Ghulam ; Khan, Saud Ahmad |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 35.2017, p. 29-42
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Subject: | Volatility | Equity market | Spillover | GARCH and GJR | Spillover-Effekt | Spillover effect | Volatilität | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Pakistan |
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