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Return and volatility spillover between sectoral stock and oil price : evidence from Pakistan stock exchange

Malik, Muhammad Irfan; Rashid, Abdul - In: Annals of financial economics 12 (2017) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011716135

Empirical analyses of volatility spillover from G5 stock markets to Karachi stock exchange

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 … relationship between KSE and G5 equity markets. The volatility spillover has been analyzed by GARCH (generalized autoregressive …. The GARCH (1, 1) model reveals significant volatility spillover effect from all G5 equity markets to KSE. Based on …

Persistent link: https://www.econbiz.de/10011928795

Volatility spillover effects among securities exchanges in East Africa

Yunvirusaba, Nelson; Aduda, Jane; Kube, Ananda - In: International journal of economics and finance 11 (2019) 10, pp. 32-41

Persistent link: https://www.econbiz.de/10012129562

On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt

Ahmed, Walid M. A. - In: Research in international business and finance 42 (2017), pp. 61-74

Persistent link: https://www.econbiz.de/10011750186

Return volatility transmission among Asian stock exchanges : evidence from a heterogeneous market outlook

Mishra, Amritkant; Sakuja, Vaishnavi - In: Risk and decision analysis 9 (2023) 2/4, pp. 73-85

Persistent link: https://www.econbiz.de/10014473419

Dynamic connectedness between indicators of the Ghana stock exchange returns and macroeconomic fundamentals

Idun, Anthony Adu Asare; Asafo-Adjei, Emmanuel; Adam, … - In: Risks : open access journal 10 (2022) 11, pp. 1-31

The performance of the Ghana Stock Exchange (GSE) over the years has been susceptible to both crises and country-specific factors reflected in its macroeconomic fundamentals. Accordingly, the GSE composite index (GSECI) has experienced rapid fluctuations across time, coupled with a declining...

Persistent link: https://www.econbiz.de/10014228832

Asymmetric volatility spillovers between economic policy uncertainty and stock markets : evidence from China

Wang, Ziwei; Li, Youwei; He, Feng - In: Research in international business and finance 53 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012549831

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Chi, Wei; … - In: Australian journal of management 43 (2018) 2, pp. 263-285

Persistent link: https://www.econbiz.de/10011890710

The volatility spillover effect between the international crude oil futures price and China's stock market : multivariate BEKK-GARCH model based on wavelet multiresolution

Wu, Maoguo; Zhu, Zhehao - In: International journal of financial research 10 (2019) 4, pp. 84-89

Persistent link: https://www.econbiz.de/10012321225

An asymmetric spillover between China and Pakistan' stock markets : a comparative analysis before and during COVID-19 crisis

Shehzad, Khurram; Liu, Xiaoxing; Kazouz, Hayfa; … - In: Journal of sustainable finance & investment 12 (2022) 4, pp. 1265-1284

Persistent link: https://www.econbiz.de/10013415687