Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries

We use a novel non-parametric causality-in-quantiles test to study the effects of terror attacks on stock-market returns and volatility in G7 countries. We also use the novel test to study the international repercussions of terror attacks. Test results show that terror attacks often have significant...

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Bibliographic Details

Main Authors:	Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch, Mark Wohar
Format:	Default Article
Published:	2018
Subjects:	Other commerce, management, tourism and services not elsewhere classified Stock markets Returns Volatility Nonparametric causality-in-quantiles test Terror attacks G7 countries Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/26056
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