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The spectre of terrorism and the stock market
Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022
Terrorism is a major issue in the 21st century. In this paper we examine the effect of terrorism on the stock market …. We go beyond previous studies to explore the spectre of terrorism on the market rather than terrorist activities. Using a … narrative-based approach à la Shiller (2019), we find that the spectre of terrorism during the Northern Ireland Troubles reduced …
Persistent link: https://www.econbiz.de/10013428887
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Market miracles : resilience of Karachi stock exchange index against terrorism in Pakistan
Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar - In: Cogent economics & finance 8 (2020) 1, pp. 1-23
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
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Behaviors of stocks and fear index from terrorist attacks : empirical evidence from SENSEX and NVIX
Shaikh, Imlak - In: International journal of business and economics 18 (2019) 2, pp. 195-219
Persistent link: https://www.econbiz.de/10012138316
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Stock market reaction to terrorist attacks and political uncertainty : empirical evidence from the Tunisian stock exchange
Ben Moussa, Fatma; Talbi, Mariem - In: International journal of economics and financial issues … 9 (2019) 3, pp. 48-64
Persistent link: https://www.econbiz.de/10012149495
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Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83
studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …
Persistent link: https://www.econbiz.de/10012513279
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
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Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2021
This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and conventional stock price indices from the MSCI database over the period 2007-2020 for a large number of both developed and emerging markets. Both sets of results imply that...
Persistent link: https://www.econbiz.de/10012520863
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Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....
Persistent link: https://www.econbiz.de/10010399734