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~isPartOf:"Economics Letters"
~person:"Allen, David E."
~person:"Herwartz, Helmut"
~person:"Spagnolo, Nicola"
~person:"Yu, Jun"
~source:"repec"
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Multivariate GARCH Stock prices Volatility
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Allen, David E.
Herwartz, Helmut
Spagnolo, Nicola
Yu, Jun
Hwang, Eunju
2
Shin, Dong Wan
2
Aboura, Sofiane
1
Ahmad, Yamin
1
Annicchiarico, Barbara
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Arin, K. Peren
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Cassou, Steven P.
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Chatziantoniou, Ioannis
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Ciferri, Davide
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Coleman, Simeon
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Daude, Christian
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Duan, Yunpeng
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Emre Alper, C.
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Economics Letters
Working Papers / School of Economics, Singapore Management University
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CESifo Working Paper Series
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SFB 373 Discussion Papers
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The price of terror: The effects of terrorism on stock market returns and
volatility
Arin, K. Peren
;
Ciferri, Davide
;
Spagnolo, Nicola
- In:
Economics Letters
101
(
2008
)
3
,
pp. 164-167
markets shows that terror has a significant impact on both stock markets and the stock market
volatility
, and the magnitude of …
Persistent link: https://www.econbiz.de/10005296996
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