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Large shocks and the September 11th terrorist attacks on international stock markets

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  • Charles, Amelie
  • Darne, Olivier

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Bibliographic Info

Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 23 (2006)
Issue (Month): 4 (July)
Pages: 683-698

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Handle: RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698

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Web page: http://www.elsevier.com/locate/inca/30411

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References

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  25. Booth, G. Geoffrey & Martikainen, Teppo & Tse, Yiuman, 1997. "Price and volatility spillovers in Scandinavian stock markets," Journal of Banking & Finance, Elsevier, vol. 21(6), pages 811-823, June.
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  35. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2001. "Outliers And Conditional Autoregressive Heteroscedasticity In Time Series," Statistics and Econometrics Working Papers ws010704, Universidad Carlos III, Departamento de Estadística y Econometría.
  36. Ito, Harumi & Lee, Darin, 2005. "Assessing the impact of the September 11 terrorist attacks on U.S. airline demand," Journal of Economics and Business, Elsevier, vol. 57(1), pages 75-95.
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  38. Drakos, Konstantinos, 2004. "Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks," European Journal of Political Economy, Elsevier, vol. 20(2), pages 435-446, June.
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