Impact of terrorism on stock markets: Empirical evidence from the SAARC region

被引：22

作者：

Chaudhry, Naukhaiz ^{[1
]}

Roubaud, David ^{[2
]}

Akhter, Waheed ^{[3
]}

Shahbaz, Muhammad ^{[2
]}

机构：

[1] Univ Cent Punjab, Faisalabad Campus,1 Khayaban E Jinnah Rd, Lahore, Pakistan

[2] Montpellier Business Sch, 2300 Ave Moulins, F-34000 Montpellier, France

[3] COMSATS Inst Informat Technol, 1-5 KM Raiwind Rd,Near Labors Colony Def Rd, Lahore 54000, Pakistan

来源：

FINANCE RESEARCH LETTERS | 2018年 / 26卷

关键词：

MACROECONOMIC CONSEQUENCES;

D O I：

10.1016/j.frl.2018.02.024

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This study investigates the impact of terrorism on stock markets in SAARC countries during 2000 - 2015. An event-study analysis and fixed-effect regression technique are employed to assess whether the impact of various terrorist attacks on the stock market returns of 'highly affected' countries differs from that of 'less affected' countries in the SAARC region. This study has important implications for policy-makers in relevant countries to combat terrorism and build investor confidence.

引用

页码：230 / 234

页数：5

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