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 |