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TECHNOLOGICAL AND ECONOMIC DEVELOPMENT OF ECONOMY, ISSN 2029-4913, 2018, Volume 24, Issue 4, pp. 1435 - 1452
The purpose of this study is to determine the presence of mean reversion in the stock markets indices of Pakistan, moreover, to measure, and compare the speed... 
TESTS | PRICES | COUNTRIES | Mean reversion | ARCH & GARCH | ISE10 | AUTOREGRESSIVE TIME-SERIES | THRESHOLD | LSE25 | STOCK-MARKET | FUTURES | UNIT-ROOT | KSE100 | ECONOMICS | stock indices | VOLATILITY | Reversion | Stock exchanges | Investments | Volatility | Securities markets | Empirical analysis | Investment | Extreme values | mean reversion
Journal Article
Universidad & Empresa, ISSN 0124-4639, 2019, Volume 21, Issue 36, pp. 175 - 195
The volatility spillover is defined as the transmission of instability from market to market. It occurs when the volatility price change in one market causes a... 
volatilidade | spillover | volatilidad | Volatility | S&P500 | derramamento | KSE100 index | GARCH | derrame | EGARCH | KSE 100
Journal Article
Acta Montanistica Slovaca, ISSN 1335-1788, 2018, Volume 23, Issue 2, pp. 216 - 231
The purpose of the research study is to examine the effect of changes in crude oil prices (COP) and gold prices (GP) and the long-run relationship of equity... 
Crude oil prices | KSE100 index | Gold price | ARCH & CARCH | Johansen cointegration | Granger causality | EMPIRICAL-ANALYSIS | NUMERICAL DISTRIBUTION-FUNCTIONS | RETURNS | gold price | CRUDE-OIL | SHOCKS | crude oil prices | AUTOREGRESSIVE TIME-SERIES | IMPACT | GEOSCIENCES, MULTIDISCIPLINARY | MACROECONOMY | INFLATION | MINING & MINERAL PROCESSING | STOCK MARKETS
Journal Article
Acta Universitatis Danubius. Œconomica, ISSN 2065-0175, 2013, Volume 9, Issue 5, pp. 28 - 39
This study objective to examine the relationship between gold prices, oil prices and KSE100 return. This study important for the investor whose want to invest... 
Economy | unit root test | descriptive statistics | KSE100 return | co-integration test | granger causality test
Journal Article
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