Risk, uncertainty, and the perceived threat of terrorist attacks : evidence of flight-to-quality
Year of publication: |
2013
|
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Authors: | Pagano, Michael S. ; Strother, T. Shawn |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 2, p. 1-25
|
Subject: | Terrorism | Knightian uncertainty | systematic risk | GARCH | flight-to-quality | Terrorismus | Risiko | Risk | ARCH-Modell | ARCH model | Schätzung | Estimation |
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