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Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience
by Waqar Khalid and Saifullah Khan
International Journal of Econometrics and Financial Management. 2017, 5(2), 42-59. DOI: 10.12691/ijefm-5-2-4
Pub. Date: September 19, 2017Views: 32098Downloads: 29226
stock exchange ARDL Error Correction macroeconomic variables time series data KSE-100 index Pakistan
Abstract Full Text PDF (583 KB) Full Text HTML Full Text ePUB (420 KB)
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Effects of Interest Rate and Exchange Rate on the Stock Market Performance of Pakistan: A Cointegration Approach
by Waqar Khalid
Journal of Finance and Economics. 2017, 5(5), 219-232. DOI: 10.12691/jfe-5-5-4
Pub. Date: September 19, 2017Views: 25743Downloads: 21237
interest rate exchange rate market capitalization short-run long-run johansen approach error correction granger causality stock market Pakistan
Abstract Full Text PDF (333 KB) Full Text HTML Full Text ePUB (303 KB)
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