Dynamic Linkages between Asian Countries Stock Markets: Evidence from Karachi Stock Exchange

@inproceedings{Jebran2014DynamicLB,
  title={Dynamic Linkages between Asian Countries Stock Markets: Evidence from Karachi Stock Exchange},
  author={Khalil Jebran},
  year={2014}
}
The prime aim of this study is to explore dynamic linkages between Stock market of Pakistan and selected Asian countries (India, Indonesia, China, Malaysia and Srilanka). For this study the most recent data of Monthly closing stock prices indices taken for the period November, 2003 to November, 2013. Correlation matrix was applied for finding associationship between stock markets which shows evidence of integration of India and Indonesia equity market. All the variables are found stationary at… CONTINUE READING

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