The price of terror: The effects of terrorism on stock market returns and volatility

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 101
Issue: 3
Pages: 164-167

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper we investigate the effects of terrorism on the financial markets. Evidence from six different financial markets shows that terror has a significant impact on both stock markets and the stock market volatility, and the magnitude of these effects are larger in emerging markets.

Technical Details

RePEc Handle
repec:eee:ecolet:v:101:y:2008:i:3:p:164-167
Journal Field
General
Author Count
3
Added to Database
2026-01-24