Abstract This article aims to examine the transmission of return and volatility spillover from banking industry other industries in Pakistan. The study uses daily stock prices 2005 2018 financial non‐financial sectors listed at Pakistan exchange. KSE‐100 index is used as a basis for selection he companies. ARMA‐GARCH mean model measure spillover. time‐varying conditional correlation asymmetric ...

This study investigates the impact of COVID-19 pandemic on daily stock returns in Kuwait Stock Market (KSE) over period from 28 March to 20 April 2020. By applying event methodology (ESM) approach, results reveal that has positively impacted stocks banks, consumer goods and telecommunications sectors. However, oil & gas, real estate, financial, basic materials, industrials, services, in...