Usman Ayub
Biographic Data
| ID | 6588438 |
|---|---|
| NAME | Usman Ayub |
| GIVEN NAMES | Usman |
| FAMILY NAME | Ayub |
| SIGNATURE | AYUB U |
| AFFILIATIONS | COMSATS University Islamabad |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Financial cointegration and spillover effect of global financial crisis
This paper examines the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea). The analysis used daily stock returns, divided into three time periods: pre-, during and post-crisis from 1 July 2005 to 30 June 2015. We applied the Johansen and Juselius cointegration test, the vector error correction model (V.E.C.M.) and the G.A.R.C.H.-B.E.…
No prominent works on this page.
Financial cointegration and spillover effect of global financial crisis
This paper examines the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea). The analysis used daily stock returns, divided into three time periods: pre-, during and post-crisis from 1 July 2005 to 30 June 2015. We applied the Johansen and Juselius cointegration test, the vector error correction model (V.E.C.M.) and the G.A.R.C.H.-B.E.…
Business (1 work) · Cointegration (1 work) · Econometrics (1 work) · Economics (1 work) · Finance (1 work) · Financial crisis (1 work) · Financial market (1 work) · Financial system (1 work) · Global Financial Crisis and Policies (1 work) · Macroeconomics (1 work)