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Persistent link: https://www.econbiz.de/10009927672
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate EGARCH method. The estimated results from...
Persistent link: https://www.econbiz.de/10009365411
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate EGARCH method. The estimated results from...
Persistent link: https://www.econbiz.de/10005626232
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 EGARCH method. The estimated results from cointegration...
Persistent link: https://www.econbiz.de/10005626858
Persistent link: https://www.econbiz.de/10003396253
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 EGARCH method. The estimated results from cointegration...
Persistent link: https://www.econbiz.de/10014052788
Persistent link: https://www.econbiz.de/10000843523
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