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Terrorism and capital markets: The effects of the Madrid and London bomb attacks
11 references·16 citing·31 second hop
Terrorism and capital markets: The effects of the Madrid and London bomb attacks (2010)Terrorism and capital markets: The effect…Terrorism and the world economy (2007)Terrorism and the world econo…The macroeconomic consequences of terrorism (2004)The macroeconomic consequence…The effects of terrorism on global capital markets (2004)The effects of terrorism on g…Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)Terrorism-induced structural …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks (2023)Forecasting stock market vola…Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? (2022)Geopolitical risk and the ret…Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Does geopolitical risk matter…When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns (2021)When bad news is good news: G…Two decades of contagion effect on stock markets: Which events are more contagious? (2021)Two decades of contagion effe…Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions (2021)Oil price changes, uncertaint…Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns (2020)Predictability of GCC stock r…Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies (2020)Global and country-specific g…Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model (2018)Geopolitical Risks, Returns, …Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2018)Geopolitical Risks and Moveme…Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Long-Term Stock Market Volati…Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (2017)Does Geopolitical Risks Predi…Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries (2016)Terror attacks and stock-mark…The power of print: Uncertainty shocks, markets, and the economy (2015)The power of print: Uncertain…The effects of terrorism and war on the oil price–stock index relationship (2013)The effects of terrorism and …Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market (2011)Stock markets and terrorist a…A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Macroeconomic consequences of terror: theory and the case of Israel (2004)The political economy of terrorism (2006)Domestic versus transnational terrorism: Data, decomposition, and dynamics (2011)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Corruption and Growth (1995)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)The Political Economy of Terrorism (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Geopolitical risks and stock market dynamics of the BRICS (2018)Econometric Analysis of Cross Section and Panel Data (2001)Asymmetric volatility transmission in international stock markets (1995)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)What good is a volatility model? (2001)A long memory property of stock market returns and a new model (1993)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1993Measuring and Testing the Impact of News on Volatility755 cited
  • 2004The macroeconomic consequences of terrorism688 cited
  • 2007Terrorism and the world economy588 cited
  • 2004The effects of terrorism on global capital markets532 cited
  • 2004Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks249 cited

Cited by

  • 2013The effects of terrorism and war on the oil price–stock index relationship203 cited
  • 2020Global and country-specific geopolitical risk uncertainty and stock return of fragile emerging economies186 cited
  • 2018Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note172 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2021When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns158 cited
  • 2018Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model150 cited
  • 2017Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach145 cited
  • 2015The power of print: Uncertainty shocks, markets, and the economy137 cited
  • 2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns120 cited
  • 2011Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market118 cited
  • 2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data110 cited
  • 2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions108 cited
  • 2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?97 cited
  • 2016Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries91 cited
  • 2023Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks90 cited
  • 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
  • 2021Two decades of contagion effect on stock markets: Which events are more contagious?84 cited