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Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis

Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10012167307

Asymmetric effects of oil price shocks on Asian economies : a nonlinear analysis

Khan, Muhammad Arshad; Husnain, Muhammad Iftikhar Ul; … - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1319-1350

Persistent link: https://www.econbiz.de/10012115305

Dynamic relationship and volatility spillover between the stock market and the foreign exchange market in Pakistan : evidence from VAR-EGARCH modelling

Qayyum, Abdul; Khan, Muhammad Arshad - 2014

Persistent link: https://www.econbiz.de/10010400777

The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries

Abbas, Sumra; Javid, Attiya Yasmin - 2015

Persistent link: https://www.econbiz.de/10011335025

Relationship between Stock Return, Trading Volume and Volatility : Evidence from Pakistani Stock Market

Mubarik, Fauzia - 2010

This study investigates the relationship between trading volume and returns and volatility of Pakistani market for the period of July 1998 to October 2008. The Dickey-Fuller test is applied to turn the time series stationary. The ARCH and GARCH-M models are used to test the return, volatility...

Persistent link: https://www.econbiz.de/10013149055