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Browsing MBA (BUIC) by Author "Zahid Hussain, 01-221111-107"
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Zahid Hussain, 01-221111-107
(Bahria University Islamabad Campus, 2012)
The main objective of the research thesis was to scrutinize the volatility spillover phenomena in Pakistan’s foreign exchange rate market and equity market in the context of KSE 100 Index. For this propose EGARCH (1, 1) ...