Showing 1 - 8 of 8
This study aims to investigate the role of economic growth and inflation in explaining the prevalence of poverty in Pakistan. ARDL bound testing approach to co-integration confirms the existence of long run relationship among the variables of poverty, economic growth, inflation, investment and...
Persistent link: https://www.econbiz.de/10009360276
This empirical study is an effort to establish cointegration and causality between carbon emissions, economic growth, energy consumption, financial development and trade openness in Pakistan. Lack of environmental protection laws, energy crises and resulting lower economic growth make Pakistan a...
Persistent link: https://www.econbiz.de/10011108994
This study is based on positivism research philosophy and utilizes deductive approach using quantitative data analysis of 117 firms listed at KSE-100 Index from 2005 to 2012. Objective of study is to analyze the predictability of Capital Asset Pricing Model (CAPM) under different data...
Persistent link: https://www.econbiz.de/10011109401
This study aims to investigate the impact of terrorism on Pakistani industry excess returns and systematic risk. Value weighted monthly returns for non-financial firms listed at Karachi Stock Exchange, from January 2001 to December 2010, are used for this study. A multiplicative term to study...
Persistent link: https://www.econbiz.de/10011109623
This study aims to identify the effect of terrorism on size and value premium using value weighted monthly returns for non-financial firms from January 2001 to December 2010. In addition to Independent size and BE/ME sorted portfolios, two dimensional portfolio formation methodology of Dimson,...
Persistent link: https://www.econbiz.de/10011110948
The main focus of the study is to find the determinants of money demand in Pakistan. We used disaggregated expenditures approach in this regard. To find the co-integration among the variables of the model, Johansen co-integration approach is utilized. The results of the study show that the...
Persistent link: https://www.econbiz.de/10011111435
The main focus of this paper is to investigate the long run co-integration and short run dynamics between fertility decline and development indicators in Pakistan. Bound Testing approach (ARDL) and VECM are applied on annual time series data from 1971-2010 after finding mixed order of...
Persistent link: https://www.econbiz.de/10011112456
This paper examines Pakistani Banks stock return and volatility relationship with market, interest rate and foreign exchange rate. The study extensively applies different statistical approaches to model return and volatility relation. First, Ordinary Least Square (OLS) multiple regression model...
Persistent link: https://www.econbiz.de/10011112981