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Terrorism and capital markets: The effects of the Madrid and London bomb attacks · Study

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ArticleTerrorism and capital markets: The effects of the Madrid and London bomb attacks

Christos Kollias2010

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Articlegreen2010

Terrorism and capital markets: The effects of the Madrid and London bomb attacks

Christos Kollias · Stephanos T. Papadamou · Apostolos Stagiannis

184 citations·0/0 files stored·International Review of Economics & Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1997Event Studies in Economics and Finance 1993Measuring and Testing the Impact of News on Volatility 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1993Measuring and Testing the Impact of News on Volatility 2004The macroeconomic consequences of terrorism

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2013The effects of terrorism and war on the oil price–stock index relationship 2020Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies 2018Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 2021When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns 2018Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model

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Year2010

Typearticle

Published2010-10-08

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations184

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.iref.2010.09.004

openalex_workW2017580733

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2017Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach

2015The power of print: Uncertainty shocks, markets, and the economy

2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns