Browsing Business by Author "Mughal, Khurrum Shahzad"

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    • COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models 

      Khan, Maaz; Kayani, Umar Nawaz; Khan, Mrestyal; Mughal, Khurrum Shahzad; Haseeb, Mohammad (MDPI, 2023)
      Across the globe, COVID-19 has disrupted the financial markets, making them more volatile. Thus, this paper examines the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar ...

    • Unveiling Market Connectedness: Dynamic Returns Spillovers in Asian Emerging Stock Markets 

      Khan, Maaz; Khan, Mrestyal; Kayani, Umar Nawaz; Mughal, Khurrum Shahzad; Mumtaz, Roohi (Multidisciplinary Digital Publishing Institute (MDPI), 2023)
      This study investigates the returns spillovers across the equity markets of Asian emerging economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan, and Thailand). To achieve this objective, ...