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Browsing by Subject "Foreign exchange markets"

Browsing by Subject "Foreign exchange markets"

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  • Rizwana Bashir; Rabia Shakir; Badar Ashfaq; Atif Hassan (© The Lahore School of Economics, 2014-06)
    This study investigates the empirical relationship between spot and forward exchange rate efficiency with reference to Pakistan and the efficiency of its foreign exchange market. We use monthly data from the State Bank of ...
  • Rizwana Bashir; Rabia Shakir; Badar Ashfaq; Atif Hassan (© Lahore School of Economics, 2014-06)
    This study investigates the empirical relationship between spot and forward exchange rate efficiency with reference to Pakistan and the efficiency of its foreign exchange market. We use monthly data from the State Bank of ...
  • Abdul Jalil Khan; Parvez Azim; Shabib Haider Syed (© Lahore School of Economics, 2014-06)
    This study investigates the impact of domestic and foreign currency-valued exchange rate volatility on the export and import demand functions with reference to Pakistan’s trading partners. We use GARCH-based exchange rate ...