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Value-at-risk and expected stock returns : evidence from Pakistan
Iqbal, Javed
;
Azher, Sara
- In:
The Lahore journal of economics
19
(
2014
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10010478712
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2
Testing the dynamic linkages of the Pakistani stock market with regional and global markets
Aziz, Zohaib
;
Iqbal, Javed
- In:
The Lahore journal of economics
22
(
2017
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10011888214
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3
The asymmetric effects of exchange rate volatility on Pakistan-Japan commodity trade : evidence from non-linear ARDL approach
Iqbal, Javed
;
Jabeen, Sitara
;
Nosheen, Misbah
;
Wohar, …
- In:
Asia Pacific financial markets
31
(
2024
)
3
,
pp. 657-732
Persistent link: https://www.econbiz.de/10015072368
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4
Power arch modelling of the volatility of emerging equity markets
Brooks, Robert
- In:
Emerging markets review
8
(
2007
)
2
,
pp. 124-133
Persistent link: https://www.econbiz.de/10003453664
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5
A multi-country study of power ARCH models and national stock market returns
Brooks, Robert
(
contributor
)
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 377-397
Persistent link: https://www.econbiz.de/10001485273
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6
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
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7
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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8
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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9
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
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10
The stock market impact of German reunification : international evidence
Brooks, Robert
;
Faff, Robert W.
;
Sokulsky, David L.
- In:
Applied financial economics
15
(
2005
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10002529583
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