.
Saleem, Kashif's
Scholarly Papers
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Aggregate Statistics
Total 1,346
Total Citations 5
1.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
408(33,187)
1
Emerging Markets, GARCH, KSE , Volatility Modeling
2.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
Posted:
18 Mar 08
Last Revised:
20 May 08
279(52,290)
1
Multivariate GARCH, CCC, DCC, ADCC, correlations, stock, bond
3.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
258(57,082)
1
multivariate GARCH, Volatility spillovers, Russian Financial crisis
4.
Fedorova, Elena Lappeenranta University of Technology, School of Business
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
200(74,649)
1
GARCH-BEKK, volatility spillovers, stock market, currency market, Emerging Eastern Europe, Russia
5.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
107(128,677)
1
multivariate GARCH, volatility spillovers, Russian Financial crisis, contagion, partial integration
6.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
94(140,744)
foreign exchange risk, inflation risk, ICAPM, emerging markets, multivariate GARCH
7.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
International asset pricing models, Segmentation, Currency risk, Multivariate GARCH-M, Russia
8.
Saleem, Kashif Lappeenranta University of Technology - School of Business (LSB)
Vaihekoski, Mika Turku School of Economics - Department of Accounting and Finance
Posted:
22 May 06
Last Revised:
17 Dec 09
world asset pricing model, conditional, time-varying, price of market risk, local vs. global pricing, segmentation, foreign exchange risk, multivariate GARCH-M, Russia, USA
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