Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
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- Dawood Mamoon & Eatzaz Ahmad, 2008. "Macroeconomic Uncertainty of the 1990s and Volatility at Karachi Stock Exchange," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 7-28, September.
References listed on IDEAS
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"STOCK RETURNS VOLATILITY IN AN EMERGING MARKET: The Pakistani Evidence,"
Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 15, pages 19-40.
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- Jamshed Y. Uppal, 1993. "The Internationalisation of the Pakistani Stock Market: An Empirical Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 32(4), pages 605-618.
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Cited by:
- Amir Rafique, 2011. "Comparing the Leverage Effect of Different Frequencies of Stock Returns in an Emerging Market: A Case Study of Pakistan," Information Management and Business Review, AMH International, vol. 3(6), pages 283-288.
- Amir Rafique, 2011. "Comparing the Volatility Clustering Of Different Frequencies of Stock Returns in an Emerging Market: A Case Study of Pakistan," Journal of Economics and Behavioral Studies, AMH International, vol. 3(6), pages 332-336.
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More about this item
Keywords
Time Series Models; Finance; Economic Development;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- E00 - Macroeconomics and Monetary Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2007-05-19 (Macroeconomics)
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