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The effects of terrorism on global capital markets
7 references·16 citing·45 second hop
The effects of terrorism on global capital markets (2004)The effects of terrorism on global capita…The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)International stock market li…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Using daily stock returns (1985)Using daily stock returnsUsing Financial Data to Measure Effects of Regulation (1981)Using Financial Data to Measu…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…The impact of the Russia-Ukraine conflict on the connectedness of financial markets (2022)The impact of the Russia-Ukra…The impact of COVID-19 on stock markets (2020)The impact of COVID-19 on sto…Hedging geopolitical risk with precious metals (2020)Hedging geopolitical risk wit…What We Have Learned about Terrorism since 9/11 (2019)What We Have Learned about Te…Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets (2019)Geopolitical Risk and Volatil…Geopolitical risks and stock market dynamics of the BRICS (2018)Geopolitical risks and stock …The Political Economy of Terrorism (2011)The Political Economy of Terr…The impact of terrorism on financial markets: An empirical study (2010)The impact of terrorism on fi…THE IMPACT OF TERRORISM AND CONFLICTS ON GROWTH IN ASIA (2009)THE IMPACT OF TERRORISM AND C…The price of terror: The effects of terrorism on stock market returns and volatility (2008)The price of terror: The effe…Sin Stock Returns (2008)Sin Stock ReturnsEconomic Consequences of Terrorism in Developed and Developing Countries: An Overview (2008)Economic Consequences of Terr…Terrorism and the world economy (2007)Terrorism and the world econo…CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)CALCULATING TRAGEDY: ASSESSIN…The political economy of terrorism (2006)The political economy of terr…Financial markets and terrorism (2004)Financial markets and terrori…The Bargaining Problem (1950)The Theory of Externalities, Public Goods, and Club Goods (1996)On the Frequency of Severe Terrorist Events (2007)Targeting Top Terrorists: How Leadership Decapitation Contributes to Counterterrorism (2012)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A vector error correction model of the Singapore stock market (2000)Stock market linkages: Evidence from Latin America (2002)Stock prices and exchange rate dynamics (2005)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Corruption and Growth (1995)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Rational Expectations and the Theory of Price Movements (1961)The capital asset pricing model: Some empirical tests (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Chapter 16 Inter-industry studies of structure and performance (1989)A Dead Senator Tells No Lies: Seniority and the Distribution of Federal Benefits (1990)Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE (2005)Economic Growth in a Cross Section of Countries (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Poverty, Political Freedom, and the Roots of Terrorism (2006)Civil War (2010)Comparative Politics and the Synthetic Control Method (2014)A test for independence based on the correlation dimension (1996)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Time-Varying Impact of Geopolitical Risks on Oil Prices (2019)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 2003The Economic Costs of Conflict: A Case Study of the Basque Country4,514 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1981Using Financial Data to Measure Effects of Regulation608 cited
  • 1993International stock market linkages: Evidence from the pre- and post-October 1987 period561 cited

Cited by

  • 2007Terrorism and the world economy588 cited
  • 2018Geopolitical risks and stock market dynamics of the BRICS485 cited
  • 2006The political economy of terrorism462 cited
  • 2007CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM439 cited
  • 2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2010The impact of terrorism on financial markets: An empirical study417 cited
  • 2020The impact of COVID-19 on stock markets402 cited
  • 2011The Political Economy of Terrorism364 cited

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2020
Hedging geopolitical risk with precious metals
361 cited
  • 2004Financial markets and terrorism293 cited
  • 2008The price of terror: The effects of terrorism on stock market returns and volatility289 cited
  • 2019Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets274 cited
  • 2008Economic Consequences of Terrorism in Developed and Developing Countries: An Overview269 cited
  • 2008Sin Stock Returns261 cited
  • 2019What We Have Learned about Terrorism since 9/11247 cited
  • 2009THE IMPACT OF TERRORISM AND CONFLICTS ON GROWTH IN ASIA231 cited