Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
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References listed on IDEAS
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More about this item
Keywordsterrorism; capital markets; contagion; multivariate GARCH;
- H56 - Public Economics - - National Government Expenditures and Related Policies - - - National Security and War
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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