The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

This study investigates the performance of linear versus nonlinear methods to predict volatility and effects of asymmetric pattern on the emerging markets of Asia i.e.; China, India, Indonesia Pakistan, Bangladesh and Malaysia. Daily data of stock market returns is taken for the period January...

Volatility modeling remained a fabulous concept in the field of financial economics and this concept is dynamic due to time varying phenomenon. The purpose of this study is to identify the information asymmetry perspective of volatility modeling by considering the market conditions asymmetries...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

This study investigates the performance of linear versus nonlinear methods to predict volatility and effects of asymmetric pattern on the emerging markets of Asia from EAGLEs and NEST Daily data of stock market returns is taken for the period 4 January 2000 to 30 May 2017. Nonlinear and...

The main purpose and scope of this empirical study is to explore the causal and dynamic linkages of KSE-100 with emerging stock markets of India, China, Hong Kong, Malaysia, Indonesia, Thailand, Turkey, and Brazil, as well as with the developed stock markets of Japan, USA, UK and France for the...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi variance in GARCH specification....

In recent years, downfall in industrial sector of Pakistan has become an important issue in the economy of Pakistan. Therefore corporate financial policies of industrial sector are gaining more intention in the financial decision making regarding to the leverage dynamics. In this study we used...