FOURIER CAUSALITY AND VOLATILITY SPILLOVER PERSPECTIVES TO ANALYZE THE EFFECT OF TERRORISM ON TURKISH AND EUROPEAN STOCK MARKETS

FOURIER CAUSALITY AND VOLATILITY SPILLOVER PERSPECTIVES TO ANALYZE THE EFFECT OF TERRORISM ON TURKISH AND EUROPEAN STOCK MARKETS

Terrorism has become a curse for most of the underdeveloped economies. Even relatively developed regions like Europe and Turkey are struggling to combat it. Besides the economic and political consequences, terrorist activities also have psychological cost that may reflect in stock market. This study...

Full description

Bibliographic Details
Main Author:	Adnan Hushmat
Format:	Article
Language:	English
Published:	Hailey College of Banking and Finance, University of the Punjab Lahore 2023-12-01
Series:	International Journal of Business Reflections
Subjects:	terrorism turkish and european stock markets fourier causality
Online Access:	http://journals.pu.edu.pk/journals/index.php/ijbr/article/view/7576

Similar Items

Exploration on terrorism, ecological footprint and environmental sustainability in countries with the most terrorism antecedent: Accessing evidence from panel fourier analysis
by: Cüneyt Kılıç, et al.
Published: (2024-01-01)

The determinants of stock prices: Evidence from the Turkish banking sector
by: Arif SALDANLI, et al.
Published: (2017-03-01)

Fourier spectroscopy and the causality principle /
by: 291774 Bartholdi, E., et al.

Re-visiting exchange rate volatility – risk perception relation. New evidence from Fourier tests
by: Selim KAYHAN, et al.
Published: (2023-09-01)

Market miracles: Resilience of Karachi stock exchange index against terrorism in Pakistan
by: Mosab I. Tabash, et al.
Published: (2020-01-01)

Terörle Mücadele Kanunu’na Göre Mutlak ve Nispi Terör Suçları / The Absolute and Relative Crimes of Terrorism according to the Turkish Counter Terrorism Law
by: Faruk Y. Turinay
Published: (2019-04-01)

Analyzing the Causal Relations between Trading Volume and Stock Returns and between Trading Volume and Return Volatility in Tehran Stock Exchange
by: Mohammad Reza Rostami, et al.
Published: (1999-12-01)

Volatility Spillovers and Nexus across Oil, Gold, and Stock European Markets
by: Chao Ren
Published: (2022-05-01)

THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET
by: Ibrahim Yasar GOK, et al.
Published: (2016-09-01)

Terrorism and its impact on the stock market: broad results from Tunisia
by: Ghadi Saad
Published: (2024-07-01)

Turkish -European motives of the agreement of Turkey to the European Union: The most important difficulties faced.
by: Dr. Khalid Mousa Jawad
Published: (2018-09-01)

Fourier transform based LSTM stock prediction model under oil shocks
by: Xiaohang Ren, et al.
Published: (2022-06-01)

Causality between Terrorism and FDI in Tourism: Evidence from Panel Data
by: Maja Nikšić Radić, et al.
Published: (2019-05-01)

Is political risk still an issue for Turkish stock market?
by: Samet Günay
Published: (2016-03-01)

ESTIMATING VOLATILITY SPILLOVERS, DYNAMIC CAUSAL LINKAGES AND INTERNATIONAL CONTAGION PATTERNS BETWEEN DEVELOPED STOCK MARKETS : AN EMPIRICAL CASE STUDY FOR USA, CANADA, FRANCE AND UK
by: CRISTI SPULBAR, et al.
Published: (2019-06-01)

The Fight against Terrorism in the European Union
by: Mihaela-Sorina Dumitrescu, et al.
Published: (2020-06-01)

The effect of oil market shocks on the stock markets: Time-varying asymmetric causal relationship for conventional and Islamic stock markets
by: Vedat Ender Tuna, et al.
Published: (2021-11-01)

Impact of Terrorism on Stock Market: A Case of South Asian Stock Markets
by: Rehana Kousar, et al.
Published: (2019-11-01)

THE RISK IN TOURISM - TERRORISM A THREAT FOR EUROPEAN TOURISM
by: Bogdan Sofronov
Published: (2017-09-01)

Analyzing The Covid-19 Pandemic of Volatility Spillover Influence the Collaboration of Foreign and Indian Stock Markets
by: Runumi Das, et al.
Published: (2022-06-01)

Volatility spillovers among MIST stock markets
by: Deniz Sevinç
Published: (2022-05-01)

The War Against Terror and Transatlantic Information Sharing: Spillovers of Privacy or Spillovers of Security?
by: Maria Tzanou
Published: (2015-02-01)

Volatility Spillover Between Stock Prices and Trading Volume: Evidence From the Pre-, In-, and Post Global Financial Crisis Periods
by: Letife Ozdemir
Published: (2020-01-01)

Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets
by: Xunfa Lu, et al.
Published: (2022-02-01)

Causality between regional stock markets: A frequency domain approach
by: Gradojević Nikola, et al.
Published: (2013-01-01)

Risk-return-volume causality on the Croatian stock market
by: Jelena Vidović
Published: (2024-01-01)

Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
by: Emrah İ. Çevik, et al.
Published: (2018-10-01)

Terrorism and societies /
by: 277102 Vertigans, Stephen
Published: (2008)

Volatility spillover across energy indices of the stock markets
by: Marius Acatrinei
Published: (2015-06-01)

Volatility spillovers and the role of leading financial centres
by: Giulio Cifarelli, et al.
Published: (2012-04-01)

Volatility spillovers and the role of leading financial centres
by: Giulio Ciffarelli, et al.
Published: (2001-03-01)

Intraday Volatility Spillovers among European Financial Markets during COVID-19
by: Faheem Aslam, et al.
Published: (2021-01-01)

Fourier analysis for stock price forecasting: Assumption and evidence
by: Bohumil Stádník, et al.
Published: (2016-06-01)

The Nexus Between Institutional Quality and Inflation in Emerging Markets: A Panel Causality Test with a Fourier Function
by: Yildirim Beyazit Cicen
Published: (2023-06-01)

MODELLING VOLATILITY SPILLOVER BETWEEN CONVENTIONAL AND ISLAMIC STOCK INDEX IN MALAYSIA
by: Edin Djedović, et al.
Published: (2020-09-01)

Implicit-Causality-Exploration-Enabled Graph Neural Network for Stock Prediction
by: Ying Li, et al.
Published: (2024-11-01)

Breaking the Waves: How the Phenomenon of European Jihadism Militates Against the Wave Theory of Terrorism
by: Denys Proshyn
Published: (2015-12-01)

Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index
by: Ali Asghar Anvary Rostamy, et al.
Published: (2014-09-01)

Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models
by: Turgut Tursoy, et al.
Published: (2017-06-01)

The financial costs of terrorism: evidence from Germany
by: Jamal Bouoiyour, et al.
Published: (2021-06-01)