Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis
Ghulam Ghouse, Saud Ahmed Khan, and Muhammad Arshad
| Year of publication: |
2019
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|---|---|
| Authors: | Ghouse, Ghulam ; Khan, Saud Ahmad ; Khan, Muhammad Arshad |
| Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 58.2019, 3, p. 265-282
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| Subject: | Volatility | Spillover | Equity Market | Financial Crisis and GARCH | Volatilität | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Welt | World | Finanzmarkt | Financial market | Pakistan | Börsenkurs | Share price | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30541/v58i3pp.265-282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012167307