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Muhammad Hassan

Independent

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Macroeconomic Variables and Equity Market Co-Integration (Empirical Evidence from KSE-100 Pakistan)

Posted: 09 Feb 2017
Waqar Ahmad, Kashif Hamid, Muhammad Hassan and Mohsin Saleem
Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, Independent and Independent

Abstract:

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Macroeconomic variables, Co-integration, OLS, KSE 100, Pakistan

2.

Capital Asset Pricing Model in Unconditional and Conditional Framework: Empirical Evidence from Emerging Economy of Pakistan

Posted: 08 Feb 2017
Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, Independent and Independent

Abstract:

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Unconditional and Conditional Multifactor CAPM, Conditional Beta, Market Beta, Time Varying Volatility, Risk Premiums, GARCH.