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Malaika Tahir

FAST · 2019 · 19I-0241

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Year

2019

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Career

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Skills

Markov Regime Switching, Bai-Perron Method

Interests / quote

The stock market is among the most dynamic financial marketplaces, actively contributing to economic prosperity. The Pakistan Stock Exchange (PSX) is a rapidly expanding emergent stock market. It has grown in recent years, both in terms of the number of participants and market valuation. Because PSX is still in its early stages, researchers are continuously investigating many elements of it. In this study we examine the empirical nexus between the stock market index and its determinants i.e., exchange rate, gold prices, oil prices. The data will be time series collected on daily basis for the period of 1st January 2010 to 31st August 2022 from PSX-100 index. The data will be analyzed by using Markov Regime Switching and Bai Perron structural change approaches to find the breaks in the data. The results and overall conclusions will be provided once the research is complete.

Verbatim text

The exact text the LLM saw on the page (or the booklet text from the old import). This is what powers semantic search.

DETERMINANTS OF PAKISTAN STOCK MARKET RETURNS USING STRUCTURAL CHANGE APPROACH
SUPERVISOR: DR. MUHAMMAD YASIR
RESEARCH OBJECTIVES
TO ANALYZE THE IMPACT OF OIL PRICES ON PAKISTAN STOCK MARKET RETURNS IN DIFFERENT REGIMES.
TO ANALYZE THE IMPACT OF EXCHANGE RATE ON PAKISTAN STOCK MARKET RETURNS IN DIFFERENT REGIMES.
TO ANALYZE THE IMPACT OF GOLD PRICES ON PAKISTAN STOCK MARKET RETURNS IN DIFFERENT REGIMES.
THEORETICAL FRAMEWORK
EXCHANGE RATE
OIL PRICES INDEX
GOLD PRICES INDEX
PAKISTAN STOCK MARKET RETURNS
METHODOLOGY:
1 MARKOV REGIME SWITCHING
2 BAI- PERRON METHOD
GROUP MEMBERS:
HAREEMA ZUBAIR (19I-0216) | MALAIKA TAHIR (19I-0241) | RAMEEN ZULFIQAR (19I-0229)
Area of Study: Finance
Supervisor Name: Dr. Muhammad Yasir
Group Members: Hareema Zubair (19I-0216) Malaika Tahir (19I-0241) Rameen Zulfiqar (19I-0229)

AI enrichment

Malaika Tahir is a finance student who collaborated on a research project analyzing the impact of oil, exchange rate, and gold prices on Pakistan stock market returns. The study utilized structural change approaches, specifically Markov Regime Switching and the Bai-Perron method, under the supervision of Dr. Muhammad Yasir.

Skills (AI)

["Finance", "Research Methodology", "Markov Regime Switching", "Bai-Perron Method", "Data Analysis", "Academic Research"]

Status: ai_done

Provenance

Source file: FAST - School of Management -Graduate Directory-2023.pdf
From job #16 page 110
Created: 1778115706