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Citations for "The effects of terrorism on global capital markets"

by Chen, Andrew H. & Siems, Thomas F.

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  1. Abadie, Alberto & Gardeazabal, Javier, 2005. "Terrorism and the World Economy," DFAEII Working Papers 2005-19, University of the Basque Country - Department of Foundations of Economic Analysis II.
  2. Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA) 2004-23, Center for Research in Economics, Management and the Arts (CREMA).
  3. Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013. "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 743-752.
  4. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  5. Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa, 2011. "The impact of terrorism on financial markets: An empirical study," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(2), pages 253-267, February.
  6. Randall Filer & Dragana Stanišic, 2012. "The Effect of Terrorist Incidents on Capital Flows," CESifo Working Paper Series 3998, CESifo Group Munich.
  7. Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, Elsevier, vol. 17(1), pages 14-32.
  8. Prieto-Rodríguez, Juan & Rodríguez, Juan Gabriel & Salas, Rafael & Suarez-Pandiello, Javier, 2009. "Quantifying fear: The social impact of terrorism," Journal of Policy Modeling, Elsevier, Elsevier, vol. 31(5), pages 803-817, September.
  9. Konstantinos Drakos, 2009. "Big Questions, Little Answers: Terrorism Activity, Investor Sentiment and Stock Returns," Economics of Security Working Paper Series 8, DIW Berlin, German Institute for Economic Research.
  10. Bandyopadhyay, Subhayu & Sandler, Todd, 2014. "Immigration policy and counterterrorism," Journal of Public Economics, Elsevier, Elsevier, vol. 110(C), pages 112-123.
  11. Gardeazabal, Javier, 2010. "Methods for Measuring Aggregate Costs of Conflict," DFAEII Working Papers 2010-09, University of the Basque Country - Department of Foundations of Economic Analysis II.
  12. Tilman Brück, 2004. "An Economic Analysis of Security Policies," Discussion Papers of DIW Berlin 456, DIW Berlin, German Institute for Economic Research.
  13. Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo, 2008. "Updating expectations: An analysis of post-9/11 returns," Journal of Financial Markets, Elsevier, Elsevier, vol. 11(4), pages 400-432, November.
  14. Schneider, Friedrich, 2010. "The (Hidden) Financial Flows of Terrorist and Organized Crime Organizations: A Literature Review and Some Preliminary Empirical Results," IZA Discussion Papers 4860, Institute for the Study of Labor (IZA).
  15. Kollias, Christos & Papadamou, Stephanos & Stagiannis, Apostolos, 2011. "Terrorism and capital markets: The effects of the Madrid and London bomb attacks," International Review of Economics & Finance, Elsevier, Elsevier, vol. 20(4), pages 532-541, October.
  16. Firat Bilgel & Burhan Can Karahasan, 2013. "“The Economic Costs of Separatist Terrorism in Turkey”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group 201314, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
  17. Shoham Amir & Rosenboim Mosi & Malul Miki & Saadon Yossi, 2011. "Core and Periphery -- The Dual Effect of Terror," Peace Economics, Peace Science, and Public Policy, De Gruyter, De Gruyter, vol. 17(1), pages 1-15, September.
  18. Gul, Tayyeba Gul & Hussain, Anwar Hussain & Bangash, Shafiqullah Bangash & Khattak, Sanam Waghma Khattak, 2010. "Impact of Terrorism on Financial Markets of Pakistan (2006-2008)," MPRA Paper 41990, University Library of Munich, Germany.
  19. Krämer, Walter & Schich, Sebastian T., 2005. "Large-scale disasters and the insurance industry," Technical Reports 2005,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  20. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, Elsevier, vol. 43(C), pages 188-199.
  21. Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis, 2013. "Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries," Southern Economic Journal, Southern Economic Association, vol. 79(4), pages 832-848, April.
  22. Konstantinos Drakos, 2009. "Security Economics: A Guide for Data Availability and Needs," Economics of Security Working Paper Series 6, DIW Berlin, German Institute for Economic Research.
  23. Fratzscher, Marcel & Stracca, Livio, 2009. "Does it pay to have the euro? Italy’s politics and financial markets under the lira and the euro," Working Paper Series, European Central Bank 1064, European Central Bank.
  24. Friedrich Schneider & Tilman Brück & Daniel Meierrieks, 2010. "The Economics of Terrorism and Counter-Terrorism: A Survey (Part II)," CESifo Working Paper Series 3012, CESifo Group Munich.
  25. Essaddam, Naceur & Karagianis, John M., 2014. "Terrorism, country attributes, and the volatility of stock returns," Research in International Business and Finance, Elsevier, Elsevier, vol. 31(C), pages 87-100.
  26. Iatridis, George, 2012. "Terrorist attacks and company financial numbers: Evidence on earnings management and value relevance from Madrid, London and Istanbul," Research in International Business and Finance, Elsevier, Elsevier, vol. 26(2), pages 204-220.
  27. Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan, 2012. "Political crises and the stock market integration of emerging markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(3), pages 644-653.
  28. Konstantinos Drakos, 2009. "Cross-Country Stock Market Reactions to Major Terror Events: The Role of Risk Perception," Economics of Security Working Paper Series 16, DIW Berlin, German Institute for Economic Research.
  29. Oana M. Nedelescu & R. B. Johnston, 2005. "The Impact of Terrorismon Financial Markets," IMF Working Papers 05/60, International Monetary Fund.
  30. Konstantinos Drakos, 2009. "The Determinants of Terrorist Shocks' Cross-Market Transmission," Economics of Security Working Paper Series 17, DIW Berlin, German Institute for Economic Research.
  31. Drakos, Konstantinos, 2010. "Terrorism activity, investor sentiment, and stock returns," Review of Financial Economics, Elsevier, Elsevier, vol. 19(3), pages 128-135, August.
  32. Arye Hillman, 2007. "Economic and security consequences of supreme values," Public Choice, Springer, Springer, vol. 131(3), pages 259-280, June.
  33. Ramiah, Vikash & Cam, Marie-Anne & Calabro, Michael & Maher, David & Ghafouri, Shahab, 2010. "Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 18(1), pages 64-76, January.
  34. Douch, Mohamed & Essaddam, Naceur, 2011. "Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms," MPRA Paper 46529, University Library of Munich, Germany, revised Mar 2013.
  35. Elu Juliet U. & Price Gregory N., 2012. "Remittances and the Financing of Terrorism In Sub-Saharan Africa: 1974 - 2006," Peace Economics, Peace Science, and Public Policy, De Gruyter, De Gruyter, vol. 18(1), pages 1-42, July.
  36. Tilman Brück & Bengt-Arne Wickström, 2004. "The Economic Consequences of Terror: A Brief Survey," HiCN Working Papers 03, Households in Conflict Network.
  37. Kis-Katos, Krisztina & Liebert, Helge & Schulze, Günther G., 2012. "On the Heterogeneity of Terror," IZA Discussion Papers 6596, Institute for the Study of Labor (IZA).
  38. Muhammad, Shahbaz & Muhammad, Nasir Malik & Muhammad, Shahbaz Shabbir, 2011. "Does economic growth cause terrorism in Pakistan?," MPRA Paper 35101, University Library of Munich, Germany, revised 30 Nov 2011.
  39. Mahfuzul Haque & Imen Kouki, 2009. "Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets," Journal of Risk Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 10(3), pages 261-276, May.
  40. Alberto Abadie & Sofia Dermisi, 2006. "Is Terrorism Eroding Agglomeration Economies in Central Business Districts? Lessons from the Office Real Estate Market in Downtown Chicago," NBER Working Papers 12678, National Bureau of Economic Research, Inc.
  41. Athanassiou, Emmanuel & Kollias, Christos & Syriopoulos, Theodore, 2006. "Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(5), pages 411-424, December.
  42. Khusrav Gaibulloev & Todd Sandler, 2008. "The Impact of Terrorism and Conflicts on Growth in Asia, 1970–2004," Working Papers id:1789, eSocialSciences.
  43. J. W.B. Bos & M. Frömmel & M. Lamers, 2013. "FDI, Terrorism and the Availability Heuristic for U.S. Investors before and after 9/11," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 13/850, Ghent University, Faculty of Economics and Business Administration.
  44. Alexander Mende, 2006. "09/11 on the USD/EUR foreign exchange market," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(3), pages 213-222.
  45. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(1), pages 17-42.
  46. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance, EconWPA 0305009, EconWPA.
  47. Kjellberg, David & Post, Erik, 2007. "A Critical Look at Measures of Macroeconomic Uncertainty," Working Paper Series, Uppsala University, Department of Economics 2007:14, Uppsala University, Department of Economics.
  48. Eldor, Rafi & Melnick, Rafi, 2004. "Financial markets and terrorism," European Journal of Political Economy, Elsevier, Elsevier, vol. 20(2), pages 367-386, June.
  49. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, Elsevier, vol. 23(4), pages 683-698, July.
  50. Paul Aondona Angahar & Luper Iorpev, 2012. "An Analysis of the Effects of Insecurity on Capital Market and Economic Growth of Nigeria," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(3), pages 207-216, July.
  51. Arin, K. Peren & Ciferri, Davide & Spagnolo, Nicola, 2008. "The price of terror: The effects of terrorism on stock market returns and volatility," Economics Letters, Elsevier, Elsevier, vol. 101(3), pages 164-167, December.
  52. Amélie Charles, 2008. "Forecasting volatility with outliers in GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 27(7), pages 551-565.
  53. Shahbaz, Muhammad & Shabbir, Muhammad Shahbaz & Malik, Muhammad Nasir & Wolters, Mark Edward, 2013. "An analysis of a causal relationship between economic growth and terrorism in Pakistan," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 21-29.
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