The impact of terrorism on industry returns and systematic risk in Pakistan : a wavelet approach
Year of publication: |
2017
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Stauvermann, Peter ; Kumar, Ronald Ravinesh ; Ahmad, Tanveer |
Published in: |
Accounting research journal. - Bingley : Emerald, ISSN 1030-9616, ZDB-ID 2193040-5. - Vol. 30.2017, 4, p. 413-429
|
Subject: | Pakistan | Equity market | Terrorism | Systematic risk | MODWT | Wavelet-based test | Terrorismus | Aktienmarkt | Stock market | Risiko | Risk | CAPM | Zustandsraummodell | State space model | Systemrisiko | Systemic risk | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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