Jan, Waleed; Jebran, Khalil - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 9 (2015) 3, pp. 928-939
relationship between KSE and G5 equity markets. The volatility spillover has been analyzed by GARCH (generalized autoregressive …. The GARCH (1, 1) model reveals significant volatility spillover effect from all G5 equity markets to KSE. Based on …