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Bashir, Usman [Author] ; Ul-Haq, Inam [Other]; Ahmad Hassan Gillani, Syed Muhammad [Other]

Influence of Terrorist Activities on Financial Markets

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  • Media type: E-Book
  • Title: Influence of Terrorist Activities on Financial Markets : Evidence from KSE
  • Contributor: Bashir, Usman [Author]; Ul-Haq, Inam [Other]; Ahmad Hassan Gillani, Syed Muhammad [Other]
  • Published: [S.l.]: SSRN, [2013]
  • Extent: 1 Online-Ressource (9 p)
  • Language: English
  • Origination:
  • Footnote: In: Financial Assets and Investing, No. 2/2013
    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2013 erstellt
  • Description: This paper investigates the influence of terrorist activities taking place in Pakistan on the KSE (Karachi Stock Exchange) for the period of 01/2005 to 12/2010 using the GARCH & GARCH-EVT to identify the relationship between these two variables; the study establishes that terrorist activities adversely affect the financial markets and in the case of KSE, it is a highly significant relation. The reason why the negative relationship exists is because of the foremost increase in the number of terrorism attacks in Pakistan
  • Access State: Open Access