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Is systematic downside beta risk really priced? : Evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - 2005

Persistent link: https://www.econbiz.de/10003048166

Relationship between downside risk and return : new evidence through a multiscaling approach

Galagedera, Don U. A.; Maharaj, Elizabeth Ann; Brooks, … - In: Applied financial economics 18 (2008) 18/21, pp. 1623-1633

Persistent link: https://www.econbiz.de/10003800192

A test of CAPM on the Karachi Stock Exchange

Iqbal, Javed; Brooks, Robert - In: International journal of business 12 (2007) 4, pp. 429-444

Persistent link: https://www.econbiz.de/10003625858

Does gold hedge stock market, inflation and exchange rate risks? : an econometric investigation

Iqbal, Javed - In: International review of economics & finance : IREF 48 (2017), pp. 1-17

Persistent link: https://www.econbiz.de/10011747062

Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data

Galagedera, Don U. A.; Maharaj, Elizabeth Ann - 2004

Persistent link: https://www.econbiz.de/10002474629

Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns

Galagedera, Don U. A.; Henry, Darren; Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 121-137

Persistent link: https://www.econbiz.de/10002171538

Modelling price movement in trading volume-volatility relations

Pei Pei Tan; Galagedera, Don U. A.; Sze Shi Ting - In: Malaysian journal of economic studies 52 (2015) 2, pp. 135-156

Persistent link: https://www.econbiz.de/10011452838

Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach

Iqbal, Javed; Hanif, M. Nadim - In: The Pakistan Development Review 51 (2012) 3, pp. 257-272

We estimate standard errors (S.Es.) of month on month and year on year inflation in Pakistan based on data for the period of July 2001 to June 2010 using the stochastic approach as well as extended stochastic approach to index numbers. We develop a mechanism to estimate S.E. of period average...

Persistent link: https://www.econbiz.de/10011170214

Estimating standard error of inflation rate in Pakistan : a stochastic approach

Iqbal, Javed; Hanif, M. Nadim - In: The Pakistan development review : PDR 51 (2012) 3, pp. 257-272

Persistent link: https://www.econbiz.de/10010421933

Estimating standard error of inflation in Pakistan : a stochastic approach

Iqbal, Javed; Hanif, Muhammad Nadim - 2012

Persistent link: https://www.econbiz.de/10009515322