Asymmetric risk spillovers between oil price volatility and stock prices in Pakistan /

Muhammad, Adnan..

Asymmetric risk spillovers between oil price volatility and stock prices in Pakistan / [Thesis or Dissertation] Adnan Muhammad. - Islamabad : COMSATS University Islamabad, 2020. - xiii, 78 pages : color illustrations ; 30 cm + 1 CD-ROM (4 3/4 inc. )






Mumtaz Ahmad, Dr. Supervisor, AP, Economics.


Asymmetric--oil price volatility.
Impulse response functions--Multivariate variate multi quantile.


Economics

658 / MUH-A