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Natasha Zahid

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Open access Aug 2026

Impact of Monetary Policy on Stock Market Return, Volatility, and Liquidity: Evidence from Pakistan

This research investigates whether changes in monetary policy (proxied by the interest rate) impact the stock market return, volatility, and liquidity across three key indices of the Pakistan Stock Exchange: the KSE100, KSE30, and KMI30. Utilizing monthly data spanning from 2012 through 2025 and employing regression an...

Anum Zia, Natasha Zahid, Arshad Hassan · 0 citations

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