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Egypt & Financial Crisis
MANSOUR, Tamer Abdel-Aziz - Volkswirtschaftliche Fakultät, … - 2011
Financial crisis that occurred in August 2008 was unforeseen, sudden, sharp, and had a great impact on the global financial market. Egypt is one of the countries was affected by this financial crisis as a market economy country, and WTO member. in this paper I will try to study the implication...
Persistent link: https://www.econbiz.de/10011260393
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Asymmetric Impact of Financial Crisis on Stock Exchange of Malaysia and Pakistan
Najaf, Rabia - 2017
market performance of Pakistan and Malaysia. For this purpose, collected the data from 2003 to 2010 and applied EGARCH model …
Persistent link: https://www.econbiz.de/10012959246
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Correlation Dynamics of Equity Markets in Pakistan and India : A Comparative Study in the Context of Financial Crisis
Ullah, Inayat - 2015
. The analysis reveals a dynamic correlation between the equity markets of developing countries (i.e Pakistan & India) and …
Persistent link: https://www.econbiz.de/10013036331
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Evaluating the effectiveness of asset pricing model before, during and after Financial Crisis 2008 : evidence from Karachi Stock Exchange
Waqar-ul-hassan; Hasnain, Zeeshan; Hussain, Shahbaz - In: Business and Economic Research : BER 7 (2017) 1, pp. 177-188
Persistent link: https://www.econbiz.de/10011684664
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Herding behavior in Ramadan and financial crises : the case of the Pakistani stock market
Yousaf, Imran; Ali, Shoaib; Ali Shah, Syed Zulfiqar - In: Financial innovation : FIN 4 (2018) 16, pp. 1-14
This study examines herding behavior in the Pakistani Stock Market under different market conditions, focusing on the Ramadan effect and Crisis period by using data from 2004 to 2014. Two regression models of Christie and Huang (Financ Analysts J 51:31–37, 1995) and Chang et al., (J Bank...
Persistent link: https://www.econbiz.de/10011883177
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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
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Determinants of stock market co-movements between Pakistan and Asian emerging economies
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 … Pakistan and the stock markets of China, India, Indonesia, Korea, Malaysia and Thailand. This study reports the driving forces … of the co-movement between the Pakistan and Asian emerging markets where co-integration is found. Results of the panel …
Persistent link: https://www.econbiz.de/10011895801
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Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data
Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330
Persistent link: https://www.econbiz.de/10014314085
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Three major crises and Asian emerging market informational efficiency : a case of Pakistan Stock Exchange-100 Index
Said, Bahrawar; Shafiq ur Rehman; Raza, Muhammad Wajid - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-13
informational efficiency. The empirical evidence is based on the emerging stock market of Pakistan. Index-level data are collected … from Pakistan Stock Exchange-100 Index for the period 1995-2022. The rebalancing is done each year to ensure that the final …
Persistent link: https://www.econbiz.de/10014284076