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Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan · Study

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PreprintVolatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan

Abdul Qayyum2007

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Preprintgreen2007

Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan

38 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1993Measuring and Testing the Impact of News on Volatility

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2008Volatility Spillovers between Equity and Currency Markets: Eviderice from Major Latin American Countries 2022The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk 2016Modeling volatility on the Karachi Stock Exchange, Pakistan

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Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations38

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.963308

openalex_workW1882020132

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