MS Banking and Finance

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Browsing MS Banking and Finance by Author "ANAM RAUF"

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    EXPLORING TRIPARTITE MARKET INTERACTIONS
    (UMT.Lahore, 2024-01-19) ANAM RAUF
    This research paper employs advanced statistical techniques, including Quantile-on Quantile analysis and Cross Quantilogram methodology, to investigate the intricate relationship among three vital financial markets: stock prices, oil prices, and exchange rates. The study focuses on eight diverse countries India, Netherlands, China, Thailand, USA, Germany, South Korea, and Spain which collectively represent a broad spectrum of economic conditions and market dynamics. By analyzing the interactions between these markets across different quantiles, our study unveils nuanced patterns of dependence and sheds light on how these relationships evolve under varying market conditions. The findings provide valuable insights for investors, policymakers, and economists seeking a comprehensive understanding of the complex interplay between these critical economic variables in a global context.