Stock market volatility and terrorism : new evidence from the Markov switching model
Year of publication: |
2021
|
---|---|
Authors: | Aslam, Faheem ; Kang, Hyoung Goo ; Mughal, Khurrum Shahzad ; Awan, Tahir Mumtaz ; Mohmand, Yasir Tariq |
Published in: |
Peace economics, peace science and public policy. - Berlin : De Gruyter, ISSN 1554-8597, ZDB-ID 2133452-3. - Vol. 27.2021, 2, p. 263-284
|
Subject: | days of the week effect | Pakistan stock exchange | terrorist events | Terrorismus | Terrorism | Börsenkurs | Share price | Aktienmarkt | Stock market | Pakistan | Markov-Kette | Markov chain | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | ARCH-Modell | ARCH model |
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