VOLATILITY TRANSMISSION AND SPILLOVER EFFECTS OF INTEREST AND EXCHANGE RATE RISK: EVIDENCE FROM BANKING SECTOR OF PAKISTAN

[11] investigated the correlation between exchange rates and stock returns of a portfolio of 28 commercial banks for the period from 1977 to 1986 using error components model.\n However, Pakistani banks may have been less exposed to significant exchange rate risk over the sample period. [...]Pakista...

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Veröffentlicht in:	Journal of internet banking and commerce : JIBC 2017-01, Vol.22 (S7), p.1
Hauptverfasser:	Raza, Naveed, Ali, Sajid, Ali, Azwadi, Jamaludin, Nurasyikin B T
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank stocks Banking industry Banks Capital assets Developing countries Economic development Economic models Financial institutions Foreign exchange rate risk Foreign exchange rates Interest rates LDCs Liberalization Rates of return Stochastic models Studies Volatility
Online-Zugang:	Volltext
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