Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch and Mark E. Wohar
| Year of publication: |
2018
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Pierdzioch, Christian ; Wohar, Mark E. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 4/6, p. 333-346
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| Subject: | G7 countries | nonparametric causality-in-quantiles test | returns | Stock markets | terror attacks | volatility | Volatilität | Volatility | Terrorismus | Terrorism | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Statistischer Test | Statistical test | G7-Staaten | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 1.124 (Stand 2018) SJR Faktor ist 0.533 / Q1 Journal (Stand 2018) H-Index: 31 (Stand 2019) |
| Other identifiers: | 10.1080/1351847X.2016.1239586 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244323