Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries
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- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
References listed on IDEAS
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More about this item
Keywords
Stock markets; returns; volatility; nonparametric causality-in-quantiles test; terror attacks; G7 countries;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2016-04-09 (Macroeconomics)
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