constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … conventional stock indices. Results: The findings show positive and statistically significant effect of interest rate volatility on … KSE-100, whereas KMI-30 remains unaffected by the same. Exchange rate volatility is found to be significant for both …

portfolio investments. The purpose of the study is to determine the impact of hot money flows in Turkey on stock exchange index …

by using Gregory-Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response … relationship in the long term. In the short-term, there is bidirectional causality between deposits and industrial production and …

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …