OIL PRICE TRANSMIT TO EMERGING STOCK RETURNS: A CASE STUDY OF PAKISTAN ECONOMY

Autor: Nooreen Mujahid, Nooreen, Roohi Ahmed, Roohi, Khalid Mustafa, Khalid

Publikováno v: Journal of Social Sciences and Humanities; Vol. 51 No. 1 (2012): JOURNAL OF SOCIAL SCIENCES AND HUMANITIES, UNIVERSITY OF KARACHI; 111-117

This study investigates the relationship between oil price and stock market. Granger Causality is applied on daily data during March 1998 to December 2005 to determine the relationship between oil prices and stock returns. The empirical results indic

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=issn02574276::cb64ac1ff82ab30849956c746bc80ffc
http://www.jsshuok.com/oj/index.php/jssh/article/view/234