Our paper
Corbet, Shaen and Gurdgiev, Constantin and Meegan, Andrew, Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (August 2017). Available in working paper format at SSRN: https://ssrn.com/abstract=3033951
Was published in the Quarterly Review of Economics and Finance, https://www.sciencedirect.com/science/article/pii/S1062976917302958.
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