This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling...

Purpose: This paper aims to explore the impact of investor sentiments on economic policy uncertainty (EPU). The analysis also considers the momentum effect, stock market returns volatility and equity pricing inefficiencies across markets, which, to the best of the authors’ knowledge, has not...

This paper examines the impact that the running assets management on the profitability of Pakistan cement sector. Moreover, the study outlines the main factors that basically determine the working capital in the financials of Pakistan cement sector. To manage firm’ sliquid assets which is...

Unsupervised machine learning can interpret logarithmic returns and conditional volatility in commodity markets. k-means and hierarchical clustering can generate a financial ontology of markets for fuels, precious and base metals, and agricultural commodities. Manifold learning methods such as...

This study is based on the association that exists between profitability and reinsurance of private sector non-life stock insurers of Pakistan. Reinsurance can act as an important character in consideration of risk, risk underwriting and efficient management of claims. As insurance industry is...

This paper examines the time-frequency spillovers and connectedness network between European ETS and the sustainability markets. Empirically, we rely on the Baruník and Křehlík (2018) Diebold and Yilmaz (2012) spillover index to measure the time-varying spillovers, directional spillover, net...

This paper examines the presence of spillover and time varying correlation between returns of Islamic stock markets in the Gulf region. Our sample comprises of six Gulf equity market returns i.e. Oman, UAE, KSA, Bahrain, Qatar and Kuwait ranging from June 2005 to January 2022. We use Diebold and...

This paper investigates the role of oil as a determinant of the US stock-bond correlation. The analysis uses monthly data over the period from February 1990 to July 2021. We examine the impact of oil shocks, using the Ready (2018) method, alongside a range of macroeconomic variables on the...