The impact of terrorism on industry returns and systematic risk in Pakistan : a wavelet approach
Syed Jawad Hussain Shahzad, Peter Josef Stauvermann, Ronald Ravinesh Kumar and Tanveer Ahmad
| Year of publication: |
2017
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|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Stauvermann, Peter ; Kumar, Ronald Ravinesh ; Ahmad, Tanveer |
| Published in: |
Accounting research journal. - Bingley : Emerald, ISSN 1030-9616, ZDB-ID 2193040-5. - Vol. 30.2017, 4, p. 413-429
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| Subject: | Pakistan | Equity market | Terrorism | Systematic risk | MODWT | Wavelet-based test | Terrorismus | Risiko | Risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | CAPM | Systemrisiko | Systemic risk | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/ARJ-09-2015-0114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813124