Shah, Syed Muhammad Aamir; Husnain, Muhammad; Ali, Ashraf - In: Romanian Economic Journal 15 (2012) 45, pp. 289-324
This study looks at the dynamic relationship between the Pakistani equity market and equity markets of Group of Eight countries (G8) which includes Canada, France, Germany, Italy, Japan, Russia, UK and USA by using weekly time series data starting from June 2004 to May 2009. Multivariate...