The impact of industrial incidents on stock market volatility
Year of publication: |
2020
|
---|---|
Authors: | Corbet, Shaen ; Larkin, Charles ; McMullan, Caroline |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-15
|
Subject: | Risk management | Chemical incidents | Crisis management | GARCH | Stock markets | Aktienmarkt | Stock market | Risikomanagement | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Krisenmanagement | Chemieindustrie | Chemical industry |
-
Drakos, Anastassios A., (2010)
-
On equity risk prediction and tail spillovers
Pouliasis, Panos, (2017)
-
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan, (2019)
- More ...
-
Chemical industry disasters and the sectoral transmission of financial market contagion
Corbet, Shaen, (2018)
-
Corbet, Shaen, (2018)
-
Cioroianu, Iulia, (2021)
- More ...