Volatility spillover between stock market and currency market of Pakistan in the presence of structural breaks
This study examines the volatility transmission between the currency market and the stock market of Pakistan in the presence of structural breaks. For this purpose, daily data from the stock market and currency market is analyzed. An empirical investigation is conducted using the bivariate EGARCH...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Institute of Business Administration
2022-12-01
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| Col·lecció: | Business Review |
| Matèries: | |
| Accés en línia: | https://ir.iba.edu.pk/businessreview/vol16/iss1/5/ |
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