The price of terror: The effects of terrorism on stock market returns and volatility
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. The economic cost of conflict: a case study of the Basque Country;Abadie;American Economic Review,2003
2. The macroeconomic consequences of terrorism;Blomberg;Journal of Monetary Economics,2004
3. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances;Bollerslev;Econometric Review,1992
4. The effects of terrorism on global capital markets;Chen;European Journal of Political Economy,2004
5. Macroeconomic consequences of terror: theory and the case of Israel;Eckstein;Journal of Monetary Economics,2004
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