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

ECONOMETRICS RESEARCH

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

capitalmarketsjournal December 30, 2024

FX MARKET VOLATILITY

The many reasons why the British Pound can depreciate below parity against the USDollar

capitalmarketsjournal December 5, 2024

ARCH

Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index

capitalmarketsjournal April 14, 2024