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The Impact of Terrorist Attacks in G7 Countries on International Stock Markets and the Role of Investor Sentiment
Papakyriakou, Panayiotis - 2019
We consider terrorism acts in G7 countries over the period 1998-2017 and examine their impact on a sample of stock …
Persistent link: https://www.econbiz.de/10012891288
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The impact of terror attacks on global sectoral capital markets : an empirical study
Markoulis, Stelios; Neofytou, Nikolas - In: The Economics of peace and security journal : Eps journal 14 (2019) 1, pp. 46-59
Persistent link: https://www.econbiz.de/10012041107
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Does Gold Act as a Safe Haven and Hedge for G7 Stock Markets? A Comparative Assessment between COVID-19 Versus Global Financial Crisis (GFC)
Ghorbali, Bassem; Naoui, Kamel; Derbali, Abdelkader … - 2022
This paper investigates the safe haven property and hedge of gold especially during GFC and COVID-19 for G7 stock markets. We use dynamic conditional correlation (DCC) and wavelet coherence analysis. Our finding reveals that the dynamic conditional correlation between gold and each G7 stock...
Persistent link: https://www.econbiz.de/10013403297
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Stock returns and volatility following the September 11 attacks : evidence from 53 equity markets
Nikkinen, Jussi; Omran, Mohammad Mohammadpour; … - In: International review of financial analysis 17 (2008) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10003765198
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The Impact of Terrorism on Global Equity Market Integration
Bilson, Chris - 2012
This paper investigates the determinants of credit spreads (levels and changes) via credit derivatives, using an Australian sample. We incorporate a number of different relationships to assess the contributions of various market-wide and firm-specific factors in determining levels, and changes...
Persistent link: https://www.econbiz.de/10013107046
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Krieg, Kooperation, Kursverlauf : die internationale politische Ökonomie von Finanzmärkten
Schneider, Gerald; Bechtel, Michael; Fahrholz, Christian - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003767804
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How vulnerable are international financial markets to terrorism? : an empirical study based on terrorist incidents worldwide
Goel, Sanjay; Cagle, Seth; Shawky, Hany A. - In: Journal of financial stability 33 (2017), pp. 120-132
Persistent link: https://www.econbiz.de/10011877721
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …
Persistent link: https://www.econbiz.de/10012939609
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency, permit us to evaluate the chances of getting a particular result. Financial analysts are frequently challenged with the assignment of diversifying assets in order to form efficient...
Persistent link: https://www.econbiz.de/10012384430