Jan, Waleed; Jebran, Khalil - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 928-939
This study made a pioneering attempt to investigate volatility spillover from G5 countries stock markets to Karachi Stock Exchange (KSE) considering weekly data from 5th January, 2004 to 30th December, 2013. The G5 countries included in this study are France, Germany, Japan, UK and US. Johansen...