Browsing Publications by Author "Khan, Maaz"
Now showing items 1-3 of 3
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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 ... -
A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic
Kayani, Umar; Aysan, Ahmet Faruk; Khan, Mrestyal; Khan, Maaz; Nawaz, Farrukh (Elsevier Ltd, 2024-02)In times of crisis, stock markets experience a significant increase in return volatility, which leads to spillovers across equity sectors. The purpose of this study is to investigate the asymmetric spillovers across ten ... -
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, ...