This study examines the relationship between equity prices and macroeconomic variables such as inflation, industrial production, oil prices, short term interest rate, exchange rates, foreign portfolio investment, and money supply for the period 6/98 to 6/2008 by employing bounds testing...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....