Work

Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling

Year: 2014

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Abdul Qayyum, Muhammad Arshad Khan

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W12430693

Cites: 27

Cited by: 3

Related to: 10