Value-at-risk and expected stock returns : evidence from Pakistan

von Iqbal, Javed
Veröffentlicht in The Lahore journal of economics (2014)

Pricing of foreign exchange risk and market segmentation : evidence from Pakistan's equity market

von Azher, Sara
Veröffentlicht in Journal of Asian economics (2016)

Testing conditional asset pricing in Pakistan : the role of value-at-risk and illiquidity factors

von Azher, Sara
Veröffentlicht in Journal of emerging market finance (2018)

Predictive ability of value-at-risk methods : evidence from the Karachi Stock exchange-100 index

von Iqbal, Javed
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of financial risk management (2013)