Work

Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis

Year: 2017

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2017.03.010

Authors: Mehmet Balcilar, Rangan Gupta, Christian Pierdzioch, Mark E. Wohar

Institutions: Eastern Mediterranean University, IPAG Business School, University of Pretoria, Helmut Schmidt University, University of Nebraska at Omaha, Loughborough University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2294818709

FWCI: 4.77

Cites: 40

Cited by: 36

Related to: 10