EXCHANGE RATE, INTEREST RATE AND STOCK MARKET: EVIDENCE FROM PAKISTAN STOCK EXCHANGE

Simple item page
dc.contributor.authorQuayyoum, Sobia
dc.contributor.authorSimonetti, Biagio
dc.contributor.authorHusnain, Muhammad
dc.date.accessioned2025-04-24T10:51:21Z
dc.date.issued2017
dc.description.abstractThe study analyzes the impact of change in exchange rate and interest rate on the volatility of stock market in Pakistan from January 2000 to December 2015 on weekly basis. The result clearly indicates the existence of ARCH and GRACH effect, and further, change in exchange rate is a source that can enhance the volatility of equity markets in Pakistan. While the effect of interest rate is observed reverse as compare to exchange rate. It has calm effect on the volatility of dependent variables. Finally, study has implication for investor, managers and policy makers in Pakistani equity market.
dc.identifier.isbn978-619-7126-39-6
dc.identifier.urihttp://research.bfu.bg:4000/handle/123456789/2340
dc.language.isoen
dc.publisherБургаски Свободен Университет
dc.relation.ispartofseries2017; с. 306-317
dc.subjectInterest Rate
dc.subjectExchange Rate
dc.subjectStock Market Volatility
dc.subjectC22
dc.subjectF31
dc.subjectG1
dc.subjectE44
dc.titleEXCHANGE RATE, INTEREST RATE AND STOCK MARKET: EVIDENCE FROM PAKISTAN STOCK EXCHANGE
dc.typeArticle

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
306_317-2017. 4th International Conference оn Governance & Strategic Management (ICGSM). THE CIRCULAR ECONOMY.pdf
Size:
380.36 KB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed to upon submission
Description:
Download

Collections

Конференция, 2017, Кръговата икономика