000150951 001__ 150951
000150951 005__ 20251017144549.0
000150951 0247_ $$2doi$$a10.1080/10242694.2019.1617601
000150951 0248_ $$2sideral$$a112490
000150951 037__ $$aART-2021-112490
000150951 041__ $$aeng
000150951 100__ $$0(orcid)0000-0002-2132-2151$$aLaborda, R.
000150951 245__ $$aAn Empirical Analysis of Terrorism and Stock Market Spillovers: The Case of Spain
000150951 260__ $$c2021
000150951 5060_ $$aAccess copy available to the general public$$fUnrestricted
000150951 5203_ $$aThis article assesses the spillover effects between terrorist activity and Spanish stock market returns for the period 1993–2017. We construct a daily terror index that reflects the terrorist activity of different types of perpetrators: domestic terrorism (ETA) and international terrorism linked to Islamic extremism. Our static analysis shows that connectedness is important, as it explains about half of the forecast error variance; most of it is attributed to shocks from terrorist events on stock market return forecasts. Our dynamic analysis also uncovers an increase in spillover effects between the early period characterised by ETA terrorist attacks and the recent past characterised by Islamic terrorist attacks.
000150951 536__ $$9info:eu-repo/grantAgreement/ES/DGA/S42-17R-CREVALOR
000150951 540__ $$9info:eu-repo/semantics/openAccess$$aby-nc$$uhttps://creativecommons.org/licenses/by-nc/4.0/deed.es
000150951 590__ $$a2.027$$b2021
000150951 591__ $$aECONOMICS$$b194 / 381 = 0.509$$c2021$$dQ3$$eT2
000150951 592__ $$a0.515$$b2021
000150951 593__ $$aSocial Sciences (miscellaneous)$$c2021$$dQ2
000150951 593__ $$aEconomics and Econometrics$$c2021$$dQ2
000150951 594__ $$a2.9$$b2021
000150951 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/acceptedVersion
000150951 700__ $$0(orcid)0000-0002-0437-7812$$aOlmo, J.
000150951 773__ $$g32, 1 (2021), 68-86$$pDef. peace econ.$$tDefence and Peace Economics$$x1024-2694
000150951 8564_ $$s1495437$$uhttps://zaguan.unizar.es/record/150951/files/texto_completo.pdf$$yPostprint
000150951 8564_ $$s1106087$$uhttps://zaguan.unizar.es/record/150951/files/texto_completo.jpg?subformat=icon$$xicon$$yPostprint
000150951 909CO $$ooai:zaguan.unizar.es:150951$$particulos$$pdriver
000150951 951__ $$a2025-10-17-14:11:09
000150951 980__ $$aARTICLE