Khan, Khalid; Cifuentes-Faura, Javier; Shahbaz, Muhammad - In: Financial innovation : FIN 10 (2024), pp. 1-19
This study's main purpose is to use Bayesian structural time-series models to investigate the causal effect of an earthquake on the Borsa Istanbul Stock Index. The results reveal a significant negative impact on stock market value during the post-treatment period. The results indicate rapid...