Showing posts with label volatility contagion. Show all posts
Showing posts with label volatility contagion. Show all posts

Tuesday, July 31, 2018

30/7/18: Impact of Terrorist Events on European Equity Markets



Our recent paper on the impact of terrorist events on equity markets valuations in Europe has been published in the Quarterly Review of Economics and Finance (November 2017): https://www.sciencedirect.com/science/journal/10629769