African Journal of
Business Management

  • Abbreviation: Afr. J. Bus. Manage.
  • Language: English
  • ISSN: 1993-8233
  • DOI: 10.5897/AJBM
  • Start Year: 2007
  • Published Articles: 4193

Full Length Research Paper

Co-integration and causality analysis of dynamic linkage between economic forces and equity market: An empirical study of stock returns (KSE) and macroeconomic variables (money supply, inflation, interest rate, exchange rate, industrial production and reserves)

  Rana Shahid Imdad Akash1*, Arshad Hasan2, Muhammad Tariq Javid3, Syed Zulfiqar Ali Shah4 and Majid Imdad Khan2  
  1Faculty of Management Sciences, Department of Business Administration, National Textile University, Faisalabad, Pakistan. 2Muhammad Ali Jinnah University Islamabad. Pakistan. 3Quaid - i - Azam University Islamabad, Pakistan. 4International Islamic University Islamabad, Pakistan.
Email: [email protected]

  •  Accepted: 01 June 2011
  •  Published: 09 November 2011

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