Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model
Author:
Affiliation:
1. COMSATS University , 45550 , Islamabad , Pakistan
2. Hanyang University Business School , Seoul , South Korea
3. State Bank of Pakistan , Karachi , Pakistan
Abstract
Publisher
Walter de Gruyter GmbH
Subject
Management, Monitoring, Policy and Law,Political Science and International Relations,Economics and Econometrics,Sociology and Political Science
Link
https://www.degruyter.com/document/doi/10.1515/peps-2020-0005/pdf
Reference72 articles.
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2. Ahmed, S., and O. Farooq. 2008. “The Effect of 9/11 on the Stock Market Volatility Dynamics: Empirical Evidence from a Front Line State.” International Research Journal of Finance and Economics 16: 71–83.
3. Aksoy, M., and S. Demiralay. 2019. “The Effects of Terrorism on Turkish Financial Markets.” Defence and Peace Economics 30 (6): 733–55.
4. Arin, K. P., D. Ciferri, and N. Spagnolo. 2008. “The Price of Terror: The Effects of Terrorism on Stock Market Returns and Volatility.” Economics Letters 101 (3): 164–7. https://doi.org/10.1016/j.econlet.2008.07.007.
5. Aslam, F., and H.-G. Kang. 2015. “How Different Terrorist Attacks Affect Stock Markets.” Defence and Peace Economics 26 (6): 634–48. https://doi.org/10.1080/10242694.2013.832555.
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