The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.
The price of terror: The effects of terrorism on stock market returns and volatility
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Citations
Cites
On a measure of lack of fit in time series models
LJUNG, G. M., & BOX, G. E. P. (1978) · Biometrika · doi:10.1093/biomet/65.2.297 · Cited by 6,668
The economic costs of conflict: a case study of the Basque Country
Abadie, A., & Gardeazabal, J. (2003) · American Economic Review · doi:10.1257/000282803321455188 · Cited by 4,517
Multivariate Simultaneous Generalized ARCH
Engle, R. F., & Kroner, K. F. (1995) · Econometric Theory · doi:10.1017/s0266466600009063 · Cited by 4,487
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, T., & Wooldridge, J. M. (1992) · Econometric Reviews · doi:10.1080/07474939208800229 · Cited by 3,217
The macroeconomic consequences of terrorism
Blomberg, S. B., Hess, G. D., & Orphanides, A. (2004) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2004.04.001 · Cited by 683
The effects of terrorism on global capital markets
Chen, A. H., & Siems, T. F. (2004) · European Journal of Political Economy · doi:10.1016/j.ejpoleco.2003.12.005 · Cited by 532
Macroeconomic consequences of terror: theory and the case of Israel
Eckstein, Z., & Tsiddon, D. (2004) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2004.05.001 · Cited by 503
Terrorism and international trade: an empirical investigation
Nitsch, V., & Schumacher, D. (2004) · European Journal of Political Economy · doi:10.1016/j.ejpoleco.2003.12.009 · Cited by 330
Financial markets and terrorism
Eldor, R., & Melnick, R. (2004) · European Journal of Political Economy · doi:10.1016/j.ejpoleco.2004.03.002 · Cited by 292
Terrorism and the Stock Market
Karolyi, G. A., & Martell, R. (2006) · SSRN Electronic Journal · doi:10.2139/ssrn.823465 · Cited by 172
Cited by
The impact of the Ukraine–Russia war on world stock market returns
Boungou, W., & Yatié, A. (2022) · Economics Letters · doi:10.1016/j.econlet.2022.110516 · Cited by 565
Geopolitical risks and stock market dynamics of the BRICS
Balcilar, M., Bonato, M., Demirer, R., & Gupta, R. (2018) · Economic Systems · doi:10.1016/j.ecosys.2017.05.008 · Cited by 477
Geopolitical risk and dynamic connectedness between commodity markets
Gong, X., & Xu, J. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.106028 · Cited by 354
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A. (2021) · The Quarterly Review of Economics and Finance · doi:10.1016/j.qref.2021.03.008 · Cited by 269
Metadata
- Authors
- Arin, K. P., Ciferri, D., & Spagnolo, N.
- Venue
- Economics Letters
- Publisher
- Elsevier BV
- Published
- 2008-12
- Volume
- 101
- Issue
- 3
- Pages
- 164-167
- ISSN
- 0165-1765 (ISSN-L)
- OpenAlex
- W2011457978
- Cited by
- 289
- References
- 12
- FWCI
- 8.34
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Arin, K. P., Ciferri, D., & Spagnolo, N. (2008). The price of terror: The effects of terrorism on stock market returns and volatility. Economics Letters. https://doi.org/10.1016/j.econlet.2008.07.007
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
