Time-varying impacts of macroeconomic variables on stock market returns and volatility : evidence from Pakistan
Abdul Rashid, Aamir Javed, Zainab Jehan, Uzma Iqbal
| Year of publication: |
2022
|
|---|---|
| Authors: | Rashid, Abdul ; Javed, Aamir ; Jehan, Zainab ; Iqbal, Uzma |
| Subject: | returns and volatility | time-varying | interest rate | exchange rate | IPI | CPI | stock prices | GARCH model | state-space model | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Wechselkurs | Exchange rate | Pakistan | Kapitaleinkommen | Capital income | Zins | Interest rate | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013414184