Dynamics of oil price shocks and stock market behavior in Pakistan: evidence from the 2007 financial crisis period

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作者
Khalil Jebran
Shihua Chen
Gohar Saeed
Alam Zeb
机构
[1] Dongbei University of Finance and Economics,School of Accounting
[2] Dongbei University of Finance and Economics,School of Business Administration
[3] PARD (Pakistan Academy of Rural Development),Department of Management Studies
[4] University of Malakand,undefined
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Oil price shocks; EGARCH; GARCH; Financial crises; Pakistan;
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