Measuring and testing the long-term impact of terrorist attacks on the US futures market
Year of publication: |
2013
|
---|---|
Authors: | Chou, Heng-chih ; Zaabar, Rim ; Wang, David |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 1/3, p. 225-238
|
Subject: | Terrorismus | Terrorism | Terminmarkt | Derivatives market | ARCH-Modell | ARCH model | USA | United States | 1996-2005 |
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