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Search Results for: VECM

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Private, Public and Foreign Investment Nexus in Pakistan: An Empirical Analysis of Crowding-In/Out Effects

Journal:Forman Journal of Economic Studies, Volume 15, Issue No 1

Author(s): Ahsan Abbas

Keyword(s): foreign direct investment, Public Investment, Private Domestic Investment, Crowding-in, Crowding-out, VECM, Economic growth, Pakistan

Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange

Journal:The Pakistan Development Review, 2015, Volume 54, Issue No 3

Author(s): Laila Taskeen Qazi, Atta Ur Rahman, Saleem Gul

Keyword(s): Pairs Trading, Statistical Arbitrage, Engle-Granger 2-step Cointegration Approach, VECM

Which Pairs of Stocks should we Trade? Selection of Pairs for Statistical Arbitrage and Pairs Trading in Karachi Stock Exchange

Journal:The Pakistan Development Review, 2015, Volume 54, Issue No 3

Author(s): Laila Taskeen Qazi, Atta Ur Rahman, Saleem Gul

Keyword(s): Pairs Trading, Statistical Arbitrage, Engle-Granger 2-step Cointegration Approach, VECM

Determinants of Cotton Price in Pakistan: An Analysis

Journal:Pakistan Journal of Social Sciences (PJSS), 2015, Volume 35, Issue No 1

Author(s): Muhammad Abbas, PhD, Hafiz Muhammad Kashif, Javed Iqbal

Keyword(s): Cotton Price, Cointegration, VECM, Pakistan, stationarity

Policy Framework for Inclusive Growth: A Case Study of Selected Asian Countries

Journal:Forman Journal of Economic Studies, 2016, Volume 12, Issue No 1

Author(s): Kalsoom Zulfiqar

Keyword(s): Inclusive Growth, Institutions, South Asian Countries, VECM, IRF

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