Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011665148
Persistent link: https://www.econbiz.de/10012314157
Persistent link: https://www.econbiz.de/10012211090
This study empirically investigates the spillover between exchange rate risk and sectoral returns in Pakistan over the period of 1992–2017 using high-frequency data. Building on the Wavelet multi- resolution-extended dynamic conditional correlation GARCH (MRA-EDCC GARCH) model, our findings...
Persistent link: https://www.econbiz.de/10014030139