An empirical analysis of terrorism and stock market spillovers : the case of Spain
Ricardo Laborda and Jose Olmo
| Year of publication: |
2021
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|---|---|
| Authors: | Laborda, Ricardo ; Olmo, Jose |
| Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 32.2021, 1, p. 68-86
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| Subject: | connectedness | Spanish stock market returns | spillovers | Terrorism | type of perpetrator | variance decomposition | Spanien | Spain | Spillover-Effekt | Spillover effect | Terrorismus | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10242694.2019.1617601 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012392086