Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference41 articles.
1. Terrorism and the world economy;Abadie;European Economic Review,2008
2. The price of terror: The effects of terrorism on stock market returns and volatility;Arin;Economics Letters,2008
3. On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test;Balcilar;International Economics and Economic Policy,2016
4. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test;Balcilar;Resources Policy,2016
5. The role of news-based uncertainty indices in predicting oil markets: A hybrid nonparametric quantile causality method;Balcilar;Empirical Economics,2016
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