Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets

Zohaib Aziz () and Javed Iqbal
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Zohaib Aziz: Department of Statistics, Federal Urdu University of Arts, Sciences and Technology

Lahore Journal of Economics, 2017, vol. 22, issue 2, 89-116

Keywords: Dynamic linkages; bivariate GARCH; financial market integration (search for similar items in EconPapers)
JEL-codes: F65 G15 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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