Danh mục

Relationship between oil and stock markets: Evidence from Pakistan stock exchange

Số trang: 8      Loại file: pdf      Dung lượng: 562.74 KB      Lượt xem: 14      Lượt tải: 0    
tailieu_vip

Xem trước 2 trang đầu tiên của tài liệu này:

Thông tin tài liệu:

This study documents the impact of price variations in global markets, specifically oil, on stock returns at Pakistan stock exchange (PSX). We select three global markets (oil, gold and currency exchange) and two PSX indices (conventional and Islamic) for a period 2009-2020 to provide evidence. Monthly data for the selected time series is used for analysis. Analysis techniques include descriptive statistics, stationarity testing, Johansen cointegration, correlation and regression analysis.
Nội dung trích xuất từ tài liệu:
Relationship between oil and stock markets: Evidence from Pakistan stock exchange

Tài liệu được xem nhiều: