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Cross sectoral issues
Mujeri, Mustafa K. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009615974
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Social sectors
Mujeri, Mustafa K. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009615975
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Economic sectors
Mujeri, Mustafa K. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009615976
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Macroeconomic issues
Mujeri, Mustafa K. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009615977
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Sixth Five Year Plan of Bangladesh, 2011-2015 : background papers
Mujeri, Mustafa K. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009615980
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Do Economic and Financial Development Increase Carbon Emission in Pakistan: Empirical Analysis through ARDL Cointegration and VECM Causality
Shahzad, Syed Jawad Hussain; Rehman, Mobeen Ur; Hurr, Maryam - Volkswirtschaftliche Fakultät, … - 2014
, energy consumption, financial development and trade openness in Pakistan. Lack of environmental protection laws, energy … crises and resulting lower economic growth make Pakistan a unique setting to study the country specific reactions among the … variables. The annual data after the separation of Bangladesh from 1973 to 2011 is used for the empirical work. The stationarity …
Persistent link: https://www.econbiz.de/10011108994
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Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame
Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Raza, Naveed - Volkswirtschaftliche Fakultät, … - 2014
This study is based on positivism research philosophy and utilizes deductive approach using quantitative data analysis of 117 firms listed at KSE-100 Index from 2005 to 2012. Objective of study is to analyze the predictability of Capital Asset Pricing Model (CAPM) under different data...
Persistent link: https://www.econbiz.de/10011109401
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Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan
Ahmad, Tanveer; Shahzad, Syed Jawad Hussain; Rehman, … - Volkswirtschaftliche Fakultät, … - 2014
Pakistan, has a significant negative impact on the excess returns of twelve out of twenty seven industries. The evidence …
Persistent link: https://www.econbiz.de/10011109623
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Risk or Sentiment: Value and Size Premium under Terrorism
Ahmad, Tanveer; Shahzad, Syed Jawad Hussain; Rehman, … - Volkswirtschaftliche Fakultät, … - 2014
This study aims to identify the effect of terrorism on size and value premium using value weighted monthly returns for non-financial firms from January 2001 to December 2010. In addition to Independent size and BE/ME sorted portfolios, two dimensional portfolio formation methodology of Dimson,...
Persistent link: https://www.econbiz.de/10011110948
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On the Bank Stocks Return and Volatility: Tale of a South Asian Economy
Shahzad, Syed Jawad Hussain; Zakaria, Muhammad; Raza, Naveed - Volkswirtschaftliche Fakultät, … - 2014
This paper examines Pakistani Banks stock return and volatility relationship with market, interest rate and foreign exchange rate. The study extensively applies different statistical approaches to model return and volatility relation. First, Ordinary Least Square (OLS) multiple regression model...
Persistent link: https://www.econbiz.de/10011112981