The integration and efficiency of BRICS and Pakistan stock markets: An analysis using asymmetric cointegration and MF-DFA approaches

R Bibi, K Akhtar, N Raza - Business Review, 2021 - ir.iba.edu.pk
This study examines the asymmetric cointegration and efficiency between Pakistan and
BRICS equity markets using monthly data from October 1997 to September 2018. The …