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Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method. The estimated results from cointegration...
Persistent link: https://www.econbiz.de/10005626858
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate EGARCH method. The estimated results from...
Persistent link: https://www.econbiz.de/10009365411
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method. The estimated results from cointegration...
Persistent link: https://www.econbiz.de/10014052788
Persistent link: https://www.econbiz.de/10003396253
The financial system of a country comprises entities engaged in transactions involving financial instruments in money, capital, and foreign exchange markets. This sector has strong linkages with other sectors of the economy like external, fiscal and real sectors. The apex financial institution...
Persistent link: https://www.econbiz.de/10015218318
This paper estimates the size of informal economy in Pakistan by using monetary approach with some modifications, electricity consumption approach and MIMIC model. Under monetary approach, we take care of the issue of the stationarity of variables and use autoregressive distributed lag (ARDL)...
Persistent link: https://www.econbiz.de/10015221515
Stochastic approach to index number (and its change) has recently attracted renewed attention of researchers as it provides the standard error of index number (and its change). One of the most important uses of index number is in the case of measurement of the general price level in an economy...
Persistent link: https://www.econbiz.de/10015229775
Stochastic approach to index number (and its change) has recently attracted renewed attention of researchers as it provides the standard error of index number (and its change). One of the most important uses of index number is in the case of measurement of the general price level in an economy...
Persistent link: https://www.econbiz.de/10015230216
Existing measures of core inflation ignore a part of 'should be' the core inflation. Exclusion based measures 'exclude' a part of persistent inflation inherently existing in the excluded part whereas filter based measures 'filter-out' the cyclical part also rather than the irregular component...
Persistent link: https://www.econbiz.de/10014558541
Food inflation hurts poor more than rich as poor spend higher proportion of their income on food items compared to rich. Higher global food and crude oil prices in 2008 resulted in higher (than historical average) food inflation in Pakistan. Global food inflation caused food inflation in...
Persistent link: https://www.econbiz.de/10015236171