Contagion and impulse response of international stock markets around the 9-11 terrorist attacks
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Smimou, K. & Khallouli, W., 2015. "Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?," Emerging Markets Review, Elsevier, vol. 25(C), pages 125-153.
- Smimou, K. & Khallouli, W., 2016. "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 388-405.
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"Volatility transmission patterns and terrorist attacks,"
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- Joe Brocato & Kenneth Smith, 2012. "Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 712-727, July.
- Chaudhry, Naukhaiz & Roubaud, David & Akhter, Waheed & Shahbaz, Muhammad, 2018. "Impact of terrorism on stock markets: empirical evidence from the SAARC region," MPRA Paper 84783, University Library of Munich, Germany, revised 19 Feb 2018.
- Ahmed, Walid M.A., 2011. "Comovements and Causality of Sector Price Indices: Evidence from the Egyptian Stock Exchange," MPRA Paper 28127, University Library of Munich, Germany.
- Kung, Ling-Ming & Yu, Shang-Wu, 2008. "Prediction of index futures returns and the analysis of financial spillovers--A comparison between GARCH and the grey theorem," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1184-1200, May.
- Ahmed, Walid M.A., 2008. "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper 26986, University Library of Munich, Germany.
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