Search Results - subject:"9/11 attack"

FIEGARCH-M and and International Crises: A Cross-Country Analysis

Zhu, Jie - School of Economics and Management, University of Aarhus - 2008

We apply the fractionally integrated exponential GARCH with volatility-in-mean (FIEGARCH-M) model of Christensen, Nielsen & Zhu (2007) to estimate the risk premium after different crises occurred in major stock markets during the past two decades. The model allows keeping the long memory...

Persistent link: https://www.econbiz.de/10005440046

Valuing risks of death from terrorism and natural disasters

Viscusi, W. - In: Journal of Risk and Uncertainty 38 (2009) 3, pp. 191-213

Persistent link: https://www.econbiz.de/10005016330

The Macroeconomic Impacts of the 9/11 Attack: Evidence from Real-Time Forecasting

Roberts, Bryan - In: Peace Economics, Peace Science and Public Policy 15 (2009) 2, pp. 9-9

public and private actors. The 9/11 attack stands out as a particularly important event whose consequences need to be well … understood. This study evaluates the macroeconomic impacts of the 9/11 attack on U.S. real GDP growth and the unemployment rate … impact of the 9/11 attack was to reduce real GDP growth in 2001 by 0.5%, and to increase the unemployment rate by 0 …

Persistent link: https://www.econbiz.de/10005046561