A. R. Kemal

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Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan

PIDE Working Paper No. 2006/7
Number of pages: 18 Posted: 19 Feb 2007
Abdul Qayyum and A. R. Kemal
affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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Stock Market, Forex Market, EGARCH, Volatility Spillover, Stock market return, Foreign Exchange return, Pakistan