Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange
Hafiza Muntaha Khalid, Sadia Farooq, Faiza Liaqat and Muhammad Naeem
| Year of publication: |
2021
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|---|---|
| Authors: | Khalid, Hafiza Muntaha ; Farooq, Sadia ; Liaqat, Faiza ; Naeem, Muhammad |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 5, p. 477-496
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| Subject: | return | volatility spillover | PSX | Pakistan Stock Exchange | GARCH(1, 1) | sectors' indices | portfolio diversification | investment | Volatilität | Volatility | Pakistan | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Börsenhandel | Stock exchange trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2021.118281 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671202