Showing 1 - 10 of 15,936
Persistent link: https://www.econbiz.de/10011959756
indicate that the volatility of stock market returns is increased in all cases examined. …
Persistent link: https://www.econbiz.de/10010243563
Persistent link: https://www.econbiz.de/10012244323
Persistent link: https://www.econbiz.de/10009303984
Persistent link: https://www.econbiz.de/10010434015
Terrorism plays a pivotal role in influencing the stock indexes of many countries. This research article claims to be … of macroeconomic volatility. This research utilized a Non-linear autoregressive distributive lag model (NARDL) to find …
Persistent link: https://www.econbiz.de/10013179578
2). Monthly level data representing macroeconomic volatility has been incorporated from the trading economics website …
Persistent link: https://www.econbiz.de/10013179670
. -- terrorism ; volatility ; GARCH ; event study … time variation of stock return volatility (GARCH). In the long-term, our results suggest that the US defense firms only …
Persistent link: https://www.econbiz.de/10009743349
Persistent link: https://www.econbiz.de/10012299223
Persistent link: https://www.econbiz.de/10012006729