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From
Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience
Waqar Khalid, Saifullah Khan
International Journal of Econometrics and Financial Management
.
2017
, 5(2), 42-59 doi:10.12691/ijefm-5-2-4
Table 1. Profile of Pakistan Stock Exchange (PSX)
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Table 2. Statistical Analysis Summary
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Table 3. Results of Intercorrelations
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Table 4. The ADF Test Results
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Table 5. Results of lag length selection
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Table 6. Results from ARDL bounds test
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Table 7. Long-run ARDL Estimates
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Table 8. Short-run Model Estimates
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Table 9. Results of the Breusch-Godfrey test
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Table 10. Results of the White¡¯s test
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