The response of Karachi Stock Exchange to nuclear detonation

The study has attempted to analyse the consequences of nuclear detonation by India and the one followed by Pakistan in May 1998 on the activities at the major stock market in Pakistan, namely the Karachi Stock Exchange (KSE). The three indicators of stock market activities considered are average ret...

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Veröffentlicht in:The Pakistan development review
1. Verfasser: Javed, Attiya Y. (VerfasserIn)
Weitere Verfasser: Ahmed, Ayaz (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1999
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Zusammenfassung:The study has attempted to analyse the consequences of nuclear detonation by India and the one followed by Pakistan in May 1998 on the activities at the major stock market in Pakistan, namely the Karachi Stock Exchange (KSE). The three indicators of stock market activities considered are average return, volume and volatility. For this analysis we applied the ARCH model by using daily data of KSE. (Pak Dev Rev/DÜI)
Beschreibung:In: The Pakistan development review
Beschreibung:2 Tab., Lit. S. 786
ISSN:0030-9729