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Title: Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
Contributors: Qayyum, Abdul
Khan, Muhammad Arshad
Keywords: Stock Market --Pakistan
Stock Market and Foreign Exchange Market --Global
Stock Market - Foreign Exchange Market --Pakistan
Foreign exchange market return -- stock market returns -- volatility of stock market returns
Volatility Spillover
Issue Date: 2014
Publisher: Pakistan Institute of Development Economics
Place of Publication: Islamabad, Pakistan
Series/Report no.: PIDE Working Papers, 2014: 103
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Appears in Collections:Serials and series reports (Publicly Accessible) - PIDE working papers

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