Modeling and Analyzing Macro-Economic Variables as Risk Factors: Evidence from Pakistani Stock Exchange
This study attempts to investigate seven macroeconomic risk factors’ effect on fifty stock returns of Pakistani stock market for the time period of July 1998 to June 2014 respectively. The sensitivity coefficients of macro-economic risk variables are identified as market return, money supply, indus...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology
2017-12-01
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| Series: | JISR Management and Social Sciences & Economics |
| Subjects: | |
| Online Access: | https://jisrmsse.szabist.edu.pk/index.php/szabist/article/view/117 |