The impact of terrorism on Indian securities market
The paper aims to examine the relationship between stock returns and terrorist attacks for the Indian securities market in last 30 years. The stock market returns have been modelled using conditional volatility framework, and there are good enough shreds of evidence to confirm that terrorist activit...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2019-01-01
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| Series: | Ekonomska Istraživanja |
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| Online Access: | http://dx.doi.org/10.1080/1331677X.2019.1638284 |