Stock volatility spillovers effect on business cycle evidence from linear and nonlinear causality test - Ajmal Khattak (15867) (Islamabad (unpublished), 2019)
Submitted in partial fulfillment of the requirement for the degree of Master of Sciences in Finance to the Faculty of Management Sciences.
Includes bibliographical references
Thesis supervisor: Dr. Najam Us Sahar
Thesis (MS)--Riphah International University, 2019
English
Keywords: Financial management -- Stock market validity -- Non linear casualty -- Financial crises -- Business cycle -- Linear causality -- FMS