The impact of terrorism on financial markets: An empirical study
- 28 February 2011
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 35 (2), 253-267
- https://doi.org/10.1016/j.jbankfin.2010.07.026
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- The price of terror: The effects of terrorism on stock market returns and volatilityEconomics Letters, 2008
- The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaRJournal of Banking & Finance, 2008
- Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?The Review of Financial Studies, 2007
- The effects of terrorism on global capital marketsEuropean Journal of Political Economy, 2004
- Financial markets and terrorismEuropean Journal of Political Economy, 2004
- The Economic Costs of Conflict: A Case Study of the Basque CountryAmerican Economic Review, 2003
- Do Markets React Rationally? The Effect of the September 11th Tragedy on Airline Stock ReturnsSSRN Electronic Journal, 2002
- Testing and comparing Value-at-Risk measuresJournal of Empirical Finance, 2001
- Measuring security price performanceJournal of Financial Economics, 1980
- "Are Betas Best?"The Journal of Finance, 1978