What Causes Stock Market Volatility in Pakistan? Evidence from the Field

We examined the presence of volatility at the Karachi Stock Exchange (recently changed the name to Pakistan Stock Exchange) (KSE) by fitting Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) model to 25 years’ index data. We found that the ARCH effects are present in the...

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Veröffentlicht in:	Economics research international 2016-01, Vol.2016, p.1-9
Hauptverfasser:	Ghufran, Bushra, Awan, Hayat M., Khakwani, Aftab Khan, Qureshi, Muhammad Azeem
Format:	Artikel
Sprache:	eng
Schlagworte:	Securities markets Stock exchanges Studies Volatility
Online-Zugang:	Volltext
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