Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For … long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate … markets. The results from the volatility modelling show that the behaviour of both the stock exchange and the foreign exchange …

that condition, volatility in domestic capital market could be affected by volatility from global stock markets. That … concern will be answered in this research, about volatility spillover in Indonesia, USA, and Japan capital market. This … GARCH (1,1). The result showing us that there is one way volatility spillover between Indonesia and USA (USA effecting …

This paper discusses how Malaysia manages the impossible trinity, the conjecture that a country cannot simultaneously … goals can be mutually consistent and policy makers have to decide which third goal to give up. The paper shows how Malaysia … of the global financial crisis on the Malaysian economy and the policy options for Malaysia to deal with the recent huge …

relationship between real tourism receipts, real income and real exchange rate in Malaysia. This study covers the annual sample …

and stock market index in Malaysia will lead to the appreciation of domestic currency. On the other hand, the increase in …