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A reassessment of oil market volatility and stock market volatility : evidence from selected SAARC countries

Aziz, Tariq - In: Comparative economic research : Central and Eastern Europe 26 (2023) 3, pp. 179-196

Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013 to September 2019 to obtain updated...

Persistent link: https://www.econbiz.de/10014428534

Value-at-risk and stock returns : evidence from India

Aziz, Tariq; Ansari, Valeed Ahmad - In: International journal of emerging markets 12 (2017) 2, pp. 384-399

Persistent link: https://www.econbiz.de/10011760777

Reassessment of volatility transmission among South Asian equity markets

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz; Kumar, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 587-597

Persistent link: https://www.econbiz.de/10012692390

Macroeconomic uncertainty and stock market uncertainty : some further evidence from Pakistan

Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz - In: Review of Pacific Basin financial markets and policies 24 (2021) 2, pp. 2150014-1-2150014-15

Persistent link: https://www.econbiz.de/10012627829