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Volatility Spillover
Mechanism of Volatility Spillover Between Stock, Currency, and Commodity Markets of Pakistan
January 2021
PDR
Hifsa Mobeen
,
Muhammad Jamil
Dynamic Relationship and Volatility Spillover between the Stock Market and the Foreign Exchange Market in Pakistan: Evidence from VAR-EGARCH Modelling
June 2014
Working Paper
Abdul Qayyum
,
Muhammad Arshad Khan
Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
January 2006
Working Paper
Abdul Qayyum
,
A.R. Kemal
