Directed Financial Networks using Granger Causality: A Study on Stock Markets of Pakistan and its Major Trading Partners

This study is conducted with the aim to construct and analyze directed financial networks of Pakistan and its major trading partners. Five major export partners of Pakistan are USA, China, UK, Germany and UAE. While major import partners are USA, China, Indonesia., Saudi Arabia and UAE. Granger cau...

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Bibliographic Details
Main Authors: Ayesha Latif, Nadir Khan, Safiullah
Format: Article
Language:English
Published: International Research Alliance for Sustainable Development - iRASD 2022-06-01
Series:iRASD Journal of Management
Subjects:
Online Access:https://www.journals.internationalrasd.org/index.php/jom/article/view/797
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