Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets
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Cited by:
- Ghulam Ghouse & Saud Ahmed Khan & Muhammad Arshad, 2019. "Volatility Modelling and Dynamic Linkages between Pakistani and Leading Foreign Stock Markets: A Multivariate GARCH Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(3), pages 265-282.
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Keywords
Dynamic linkages; bivariate GARCH; financial market integration;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
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