Aamir, Muhammad; Ali Shah, Syed Zulfiqar - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-14
This study analyzes the determinants of stock market co-movement between Pakistan and Asian emerging economies for the period 2001 to 2015. Augmented Dickey and Fuller (ADF) and Philips-Perron (PP) tests are applied to check co-integration between their stock markets. Results of this study...
