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The aim of the study is to explore the long run association among Pakistani equity market and some developed and emerging equity markets. Weekly data from the period of 2000 to 2010 was applied in this study. The result highlighted Pakistani equity market well correlated with the American equity...
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The aim of the study is to explore the long run association among Pakistani equity market and some developed and emerging equity markets. Weekly data from the period of 2000 to 2010 was applied in this study. The result highlighted Pakistani equity market well correlated with the American equity...
Persistent link: https://www.econbiz.de/10013099253
Pakistan, India, China and Bangladesh for the period of Jan 2000 to Dec 2015 on daily data basis. Historical volatility Granger …
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