Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
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DOI: 10.1016/j.rfe.2017.08.001
Abstract: This study traces the degree of integration and volatility spillover effect between the Pakistani and leading foreign stock markets by analyzing the Meteor shower hypothesis. Daily data are used from nine worldly equity markets (KSE… read more here.
Keywords: spillover effect; foreign stock; stock markets; leading foreign ... See more keywords