Πλοήγηση ανά Θέμα "WORLD-ECONOMY"
Αποτελέσματα 1-2 από 2
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The effects of terrorism and war on the oil price-stock index relationship
(2013)The effects war and terrorism have on the covariance between oil prices and the indices of four major stock markets - the American S&P500, the European DAX, CAC40 and FTSE100 - using non-linear BEKK-GARCH type models are ... -
Terrorism and capital markets: The effects of the Madrid and London bomb attacks
(2011)Using event study methodology and GARCH family models, the paper investigates the effects of two terrorist incidents - the bomb attacks of 11th March 2004 in Madrid and 7th July 2005 in London - on equity sectors. Significant ...