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Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models : An Evidence from Religion Dominant Countries
Khan, Muhammad Salman - 2019
Volatility clustering and asymmetry are considered as an essential element in time series data analysis for portfolio managers. This study is conducted to analyze the volatility clustering and asymmetry occurrence by employing different GARCH models. Data is collected from 11 Religion Dominant...
Persistent link: https://www.econbiz.de/10012866835
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The purchasing power parity relationship : causality and cointegration tests using Korea-US exchange rate and prices
Islam, Anisul M.; Ahmed, Syed Mushtaque - In: Journal of economic development 24 (1999) 2, pp. 95-111
Persistent link: https://www.econbiz.de/10001468743
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Financial development in Bangladesh : a test of the McKinnon-Shaw model
Ahmed, Syed Mushtaque - In: Canadian journal of development studies 16 (1995) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10001189631
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Modelling the efficiency of the Canadian foreign exchange market : a bivariate transfer function analysis
Ahmed, Syed Mushtaque - In: Applied economics 29 (1997) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001217491
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Persistence of shock in a time series : an empirical analysis of Bangladesh railway earnings
Islam, Faridul; Khan, Saleheen; Islam, Anisul M.; … - In: South Asia economic journal : journal of the Institute … 10 (2009) 2, pp. 429-449
Persistent link: https://www.econbiz.de/10008988643
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Foreign direct investment inflows and economic growth : panel cointegration tests and panel FMOLS estimators
Yasin, Mesghena; Sukar, Abulhamid Ibrahim; Ahmed, Syed … - In: Global review of business and economic research 5 (2009) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10008729564