Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests
Year of publication: |
2012
|
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Authors: | Kollias, Christos ; Papadamou, Stephanos |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | nuclear tests and financial markets | event studies | GARCH models | quantile regression |
Extent: | application/pdf |
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Series: | Economics of Security Working Paper Series. - ISSN 1868-0488. |
Type of publication: | Book / Working Paper |
Notes: | Number 67 27 pages long |
Classification: | H56 - National Security and War ; G1 - General Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests
Kollias, Christos, (2012)
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Rogue state behavior and markets : the financial fallout of North Korean nuclear tests
Kollias, Chrēstos, (2014)
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Renneboog, Luc, (2000)
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Kollias, Christos, (2010)
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