Shahzad Kousar
Department of Management Sciences, COMSATS Institute of Information Technology, Islamabad, Pakistan
[ 1 ] - Impact of Terrorism, Political System and Exchange Rate Fluctuations on Stock Market Volatility
Terrorism, political system instability and currency rate fluctuations are the three most evident issues of 21st century. In this study, comparative analysis is performed to check the impact of all these issues on PSX Volatility. EGARCH (1,1) approach is used on four different kinds of data collected from 1st January 2000 to 31st December 2015. Terrorist events, FX return fluctuations with rest...
نویسندگان همکار