Capital Market Journal

Capital Markets are the cornerstone foundation of economies

COMMIDITIES GARCH MODELS GOLD PRICES MULTIVARIATE MODELS OIL PRICES

Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models

capitalmarketsjournal

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DERIVATIVES LEVERAGE RISK

Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis

capitalmarketsjournal February 24, 2025

ARCH

Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison

capitalmarketsjournal April 13, 2024

ECONOMETRICS RESEARCH

FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA

capitalmarketsjournal December 30, 2024

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ECONOMETRICS RESEARCH

Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels

capitalmarketsjournal December 30, 2024