Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch, Mark E. Wohar
| Year of publication: |
July 2017
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Pierdzioch, Christian ; Wohar, Mark E. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 41.2017, p. 44-56
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| Subject: | Exchange rate | Returns | Volatility | Nonparametric causality-in-quantiles test | Terror attacks | Wechselkurs | Terrorismus | Terrorism | Volatilität | Nichtparametrisches Verfahren | Nonparametric statistics | Welt | World | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 1.098 (Stand 2017) SJR Faktor ist 0.634 / Q2 Journal (Stand 2017) H-Index: 34 (Stand 2019) |
| Other identifiers: | 10.1016/j.najef.2017.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011878932