Ahmed, Rabia; Qaiser, Imran; Yaseen, Muhammad Rizwan - In: Pakistan journal of commerce and social sciences 10 (2016) 1, pp. 122-148
Exchange Rate and analyze the impact of Real Oil Price Volatility on Real Exchange Rate Volatility in Pakistan over 1983-Q1 to … exchange reserves volatility, CPI volatility and Real Oil Price Volatility have positive and NEWS has a negative effect on Real … Exchange Rate Volatility. Volatility results through EGARCH (1, 1) shows the presence of leverage effect in Real Oil Price …