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Browsing Academic Articles in Lahore School of Economics Journals by Subject "Volatility"

Browsing Academic Articles in Lahore School of Economics Journals by Subject "Volatility"

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  • The Impact of Exchange Rate Volatility on Trade A Panel Study on Pakistan’s Trading Partners 
    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 ...
  • Measuring Volatility of Inflation in Pakistan 
    Nadia Saleem (© The Lahore School of Economics, 2008-12)
    The available evidence in Pakistan suggests that inflation is a monetary phenomena. This paper examines the relationship between the determinants of inflation and its volatility by using monthly data for 1990:M1-2007:M5. ...
  • Role of the Futures Market on Volatility and Price Discovery of the Spot Market 
    Safi Ullah Khan (© The Lahore School of Economics, 2006-12)
    This paper focuses on the role of the financial futures market in the volatility of Pakistan’s stock market and determines whether the stock futures price is capable of providing some relevant information for predicting ...

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