Investigating financial opportunities for traditional clothing industry in South Asia based on an analysis of internationally diversified portfolio using ARCH and GARCH models
| dc.contributor.author | Zulfiqar, Imran Ali | |
| dc.contributor.author | Birău, Ramona | |
| dc.contributor.author | Spulbar, Cristi | |
| dc.contributor.author | Anghel, Lucian Claudiu | |
| dc.contributor.author | Ejaz, Abdullah | |
| dc.contributor.author | Criveanu, Radu Cătălin | |
| dc.date.accessioned | 2024-11-26T08:05:11Z | |
| dc.date.available | 2024-11-26T08:05:11Z | |
| dc.date.issued | 2022 | |
| dc.description | This is an open access article under the CC BY 4.0 license, available at: http://revistaindustriatextila.ro/202106.html The author Anghel Lucian Claudiu is affiliated to SNSPA, Faculty of Management. | |
| dc.description.abstract | This paper investigates the benefits of forming an internationally diversified portfolio in the stock markets of Bangladesh,India and Pakistan using the stock market indices data from April 2013 to March 2020. The portfolio comprises of three stock market indices from Pakistan, India and Bangladesh. The goal is to identify financial opportunities for traditional clothing industry in South Asia. Bangladesh, India and Pakistan are neighbouring countries in South Asia. Tradition, culture and specific ethnic elements influence traditional clothing in the case of the selected country cluster consisting of Bangladesh, India and Pakistan. Our empirical results indicate that internationally diversified portfolio does not reduce change in conditional variance is followed by large changes in conditional variance whereas small change in conditional variance is followed by small changes in conditional variance. | en_US |
| dc.identifier.citation | Zulfiqar, I.A., Spulbar, C., Ejaz, A., Birau, R., Anghel, L.C., & Criveanu, R.C. (2021). Investigating financial opportunities for traditional clothing industry in South Asia based on an analysis of internationally diversified portfolio using ARCH and GARCH models. Industria Textila Journal, 72(6), 645-650. | en_US |
| dc.identifier.issn | 1222-5347 | |
| dc.identifier.uri | http://doi.org/10.35530/IT.072.06.20202 | |
| dc.identifier.uri | https://debdfdsi.snspa.ro/handle/123456789/1020 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | The National Research-Development Institute for Textile and Leather (INCDTP) | en_US |
| dc.subject | Textile industry | en_US |
| dc.subject | Finance | en_US |
| dc.subject | Stock market | en_US |
| dc.subject | South Asia | en_US |
| dc.title | Investigating financial opportunities for traditional clothing industry in South Asia based on an analysis of internationally diversified portfolio using ARCH and GARCH models | en_US |
| dc.type | Article | en_US |