
Volatility spillover between stock market and currency market of Pakistan in the presence of structural breaks
Author(s) -
Muhammad Jamil,
Hifsa Mobeen
Publication year - 2021
Publication title -
business review
Language(s) - English
Resource type - Journals
eISSN - 2788-9599
pISSN - 1990-6587
DOI - 10.54784/1990-6587.1377
Subject(s) - stock market , economics , spillover effect , volatility (finance) , currency , bivariate analysis , monetary economics , financial economics , econometrics , macroeconomics , paleontology , statistics , mathematics , horse , biology