Demirhan, Ecem; Tokat, Ekin; Tokat, Hakki Arda - In: Prague economic papers : a bimonthly journal of … 33 (2024) 5, pp. 645-661
This study investigates the impact of terrorism on financial markets, focusing specifically on Turkey's sovereign Credit Default Swap (CDS) premiums from 2011 to 2017 - period characterized by frequent and diverse terrorist activities. Employing an EGARCH model with dummy variables for various...
