Khan, Muhammad Niaz - In: Future business journal 10 (2024) 1, pp. 1-15
, India, and Pakistan in conjunction with oil and gold markets. Employing the novel Time-Varying Parameter Vector ….S., a developed market, in shaping these dynamic linkages. It is observed that oil and gold returns play a limited role as … sources of shocks for market returns in China, India, and Pakistan, suggesting a relatively lower contribution of oil and gold …