IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

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

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

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Christos Kallandranis & Konstantinos Drakos, 2012. "Security Economics: A Guide for Data Availability and Needs," EUSECON Policy Briefing 16, DIW Berlin, German Institute for Economic Research.
  2. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Rehman, Faiz Ur & Vanin, Paolo, 2017. "Terrorism risk and democratic preferences in Pakistan," Journal of Development Economics, Elsevier, vol. 124(C), pages 95-106.
  4. Krisztina Kis-Katos & Helge Liebert & Günther G. Schulze, 2010. "On the Origin of Domestic and International Terrorism," Discussion Paper Series 12, Department of International Economic Policy, University of Freiburg, revised May 2010.
  5. Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo, 2008. "Updating expectations: An analysis of post-9/11 returns," Journal of Financial Markets, Elsevier, vol. 11(4), pages 400-432, November.
  6. Munir Ahmed & M. Azfar Anwar, 2016. "The Nexus between Terrorism, Infrastructure and Tourism Industry in Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 25-31, January.
  7. Khusrav Gaibulloev & Todd Sandler, 2008. "The Impact of Terrorism and Conflicts on Growth in Asia, 1970–2004," Working Papers id:1789, eSocialSciences.
  8. Randall K. Filer & Dragana Stanisic, 2013. "The Effect of Terrorist Incidents on Capital Flows," CERGE-EI Working Papers wp480, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  9. Tilman Brück & Bengt-Arne Wickström, 2004. "The Economic Consequences of Terror: A Brief Survey," HiCN Working Papers 03, Households in Conflict Network.
  10. 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.
  11. Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013. "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, vol. 40(C), pages 743-752.
  12. 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).
  13. Amélie Charles & Olivier Darné, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Post-Print hal-01122507, HAL.
  14. Bukhari, Naseem & Masih, Mansur, 2016. "An empirical investigation of causal linkages between domestic terrorism and macroeconomic variables: a case for Pakistan," MPRA Paper 69768, University Library of Munich, Germany.
  15. Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014. "Risk or Sentiment: Value and Size Premium under Terrorism," MPRA Paper 60027, University Library of Munich, Germany.
  16. Mnasri, Ayman & Nechi, Salem, 2016. "Impact of terrorist attacks on stock market volatility in emerging markets," Emerging Markets Review, Elsevier, vol. 28(C), pages 184-202.
  17. Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa, 2011. "The impact of terrorism on financial markets: An empirical study," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 253-267, February.
  18. Capelle-Blancard, Gunther & Couderc, Nicolas, 2008. "What drives the market value of firms in the defense industry," Review of Financial Economics, Elsevier, vol. 17(1), pages 14-32.
  19. Ahmad, Tanveer & Shahzad, Syed Jawad Hussain & Rehman, Mobeen ur, 2014. "Industry Premiums and Systematic Risk under Terror: Empirical Evidence from Pakistan," MPRA Paper 60082, University Library of Munich, Germany.
  20. 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.
  21. 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 13/850, Ghent University, Faculty of Economics and Business Administration.
  22. Friedrich Schneider & Tilman Brück & Daniel Meierrieks, 2010. "The Economics of Terrorism and Counter-Terrorism: A Survey (Part II)," Discussion Papers of DIW Berlin 1050, DIW Berlin, German Institute for Economic Research.
  23. Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
  24. Eldor, Rafi & Melnick, Rafi, 2004. "Financial markets and terrorism," European Journal of Political Economy, Elsevier, vol. 20(2), pages 367-386, June.
  25. Bruno S. Frey & Simon Luechinger & Alois Stutzer, . "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
  26. Ruiz Estrada, Mario Arturo & Koutronas, Evangelos, 2016. "Terrorist attack assessment: Paris November 2015 and Brussels March 2016," Journal of Policy Modeling, Elsevier, vol. 38(3), pages 553-571.
  27. Khusrav Gaibulloev & Javed Younas, 2016. "Conflicts and domestic bank lending," Public Choice, Springer, vol. 169(3), pages 315-331, December.
  28. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
  29. Abadie, Alberto & Dermisi, Sofia, 2008. "Is terrorism eroding agglomeration economies in Central Business Districts? Lessons from the office real estate market in downtown Chicago," Journal of Urban Economics, Elsevier, vol. 64(2), pages 451-463, September.
  30. Durnev, Art & Enikolopov, Ruben & Petrova, Maria & Santarosa, Veronica, 2015. "Politics, instability, and composition of international investment flows," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 299-324.
  31. Hardjo Koerniadi & Chandrasekhar Krishnamurti & Alireza Tourani-Rad, 2016. "Natural Disasters — Blessings In Disguise?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(01), pages 1640004-01 .
  32. 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.
  33. Urquhart, Andrew & Hudson, Robert, 2016. "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, vol. 36(C), pages 340-350.
  34. Walter Kraemer & Sebastian Schich, 2008. "Large-Scale Disasters and the Insurance Industry," CESifo Working Paper Series 2243, CESifo Group Munich.
  35. 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, vol. 26(2), pages 204-220.
  36. Frijns, Bart & Tourani-Rad, Alireza & Indriawan, Ivan, 2012. "Political crises and the stock market integration of emerging markets," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 644-653.
  37. Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
  38. repec:hal:journl:halshs-00115655 is not listed on IDEAS
  39. Bandyopadhyay, Subhayu & Sandler, Todd, 2014. "Immigration policy and counterterrorism," Journal of Public Economics, Elsevier, vol. 110(C), pages 112-123.
  40. Procasky, William J. & Ujah, Nacasius U., 2016. "Terrorism and its impact on the cost of debt," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 253-266.
  41. Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Hannover Economic Papers (HEP) dp-312, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  42. Gerlach, Jeffrey R. & Yook, Youngsuk, 2016. "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 178-196.
  43. Bensafta, Kamel Malik & Semedo, Gervasio, 2009. "De la transmission de la volatilité à la contagion entre marchés boursiers : l’éclairage d’un modèle VAR non linéaire avec bris structurels en variance," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(1), pages 13-76, mars.
  44. 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.
  45. Kollias, Christos & Manou, Efthalia & Papadamou, Stephanos & Stagiannis, Apostolos, 2011. "Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market," European Journal of Political Economy, Elsevier, vol. 27(S1), pages S64-S77.
  46. Tilman Brück, 2004. "An Economic Analysis of Security Policies," Discussion Papers of DIW Berlin 456, DIW Berlin, German Institute for Economic Research.
  47. Al-Ississ Mohamad, 2015. "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 21(2), pages 239-272, April.
  48. Kis-Katos, Krisztina & Liebert, Helge & Schulze, Günther G., 2014. "On the heterogeneity of terror," European Economic Review, Elsevier, vol. 68(C), pages 116-136.
  49. 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, vol. 35(C), pages 21-29.
  50. Chernin Yulia & Lahav Yaron, 2014. "“The People Demand Social Justice”A Case Study on the Impact of Protests on Financial Markets," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 4(2), pages 23, July.
  51. 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, Finance and Management Sciences, vol. 2(3), pages 207-216, July.
  52. 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.
  53. 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, vol. 18(1), pages 1-42, July.
  54. Bandyopadhyay, Subhayu & Sandler, Todd & Younas, Javed, 2016. "Trade and Terrorism: A Disaggregated Approach," Working Papers 2016-1, Federal Reserve Bank of St. Louis.
  55. 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.
  56. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, EconWPA.
  57. Amélie Charles, 2008. "Forecasting volatility with outliers in GARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 551-565.
  58. 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.
  59. 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.
  60. Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer, 2016. "Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors," Tinbergen Institute Discussion Papers 16-104/III, Tinbergen Institute.
  61. Christos Kollias & Stephanos Papadamou, 2012. "Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests," Economics of Security Working Paper Series 67, DIW Berlin, German Institute for Economic Research.
  62. 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 1064, European Central Bank.
  63. 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, vol. 17(1), pages 1-15, September.
  64. Prieto-Rodríguez, Juan & Rodríguez, Juan Gabriel & Salas, Rafael & Suarez-Pandiello, Javier, 2009. "Quantifying fear: The social impact of terrorism," Journal of Policy Modeling, Elsevier, vol. 31(5), pages 803-817, September.
  65. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers 201615, University of Pretoria, Department of Economics.
  66. Friedrich Schneider, 2009. "Die Finanzströme von organisierter Kriminalität und Terrorismus: was wissen wir (nicht)?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(4), pages 73-87.
  67. Drakos, Konstantinos, 2010. "Terrorism activity, investor sentiment, and stock returns," Review of Financial Economics, Elsevier, vol. 19(3), pages 128-135, August.
  68. Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016. "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers 201671, University of Pretoria, Department of Economics.
  69. 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, vol. 16(5), pages 411-424, December.
  70. Oana M Nedelescu & R. B. Johnston, 2005. "The Impact of Terrorism on Financial Markets," IMF Working Papers 05/60, International Monetary Fund.
  71. 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.
  72. 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, vol. 18(1), pages 64-76, January.
  73. 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., vol. 23(1), pages 17-42.
  74. Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
  75. Pınar Derin-Güre, 2014. "Development, immigration and terrorism," Chapters, in: International Handbook on Migration and Economic Development, chapter 15, pages 425-462 Edward Elgar Publishing.
  76. Firat Bilgel & Burhan Can Karahasan, 2013. "“The Economic Costs of Separatist Terrorism in Turkey”," IREA Working Papers 201322, University of Barcelona, Research Institute of Applied Economics, revised Nov 2013.
  77. Paschalis Arvanitidis & Athina Economou & Christos Kollias, 2016. "Terrorism’s effects on social capital in European countries," Public Choice, Springer, vol. 169(3), pages 231-250, December.
  78. Halkos, George & Zisiadou, Argyro, 2016. "Exploring the effect of terrorist attacks on markets," MPRA Paper 71877, University Library of Munich, Germany.
  79. 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, vol. 20(4), pages 532-541, October.
  80. Essaddam, Naceur & Karagianis, John M., 2014. "Terrorism, country attributes, and the volatility of stock returns," Research in International Business and Finance, Elsevier, vol. 31(C), pages 87-100.
  81. Arye Hillman, 2007. "Economic and security consequences of supreme values," Public Choice, Springer, vol. 131(3), pages 259-280, June.
  82. Kjellberg, David & Post, Erik, 2007. "A Critical Look at Measures of Macroeconomic Uncertainty," Working Paper Series 2007:14, Uppsala University, Department of Economics.
  83. 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, vol. 101(3), pages 164-167, December.
  84. Rohitha Goonatilake & Susantha Herath, 2016. "The Economy of Healthcare: Disparity of Insured/Uninsured Profiles among European Immigrants in the United States," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 4(1), pages 1-9.
  85. Robert E.B. Lucas (ed.), 2014. "International Handbook on Migration and Economic Development," Books, Edward Elgar Publishing, number 15465, June.
  86. Mahfuzul Haque, 2009. "Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets," Journal of Risk Finance, Emerald Group Publishing, vol. 10(3), pages 261-276, July.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.