Assessment of return and volatility spillover across sectors' indices: evidence from Pakistan stock exchange
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- Serda Selin Öztürk & Engin Volkan, 2015. "Intraindustry Volatility Spillovers in the MENA Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1163-1174, November.
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Keywords
return; volatility spillover; PSX; Pakistan Stock Exchange; GARCH(1; 1); sectors' indices; portfolio diversification; investment.;All these keywords.
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