TerrorIndiceReturns: Stock indice returns data
In eventstudies: Event Study Analysis
Description
Usage
Author(s)
References
Description
This data set contains daily stock indice returns (in per cent) of
33 global capital markets around September 11, 2009. The daily stock
indice returns for 30 days pre and post the terrorist attack are used
in the event studies analysis.
Usage
1
Author(s)
Sargam Jain
References
Andrew H Chen and Thomas F Siems (2004).
The effects of terrorism on global capital markets.
European Journal of Political Economy, 20(1), 349-366.
doi: 10.1016/j.ejpoleco.2003.12.005
eventstudies documentation built on July 1, 2020, 10:26 p.m.
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Description Usage Author(s) References
Description
This data set contains daily stock indice returns (in per cent) of 33 global capital markets around September 11, 2009. The daily stock indice returns for 30 days pre and post the terrorist attack are used in the event studies analysis.
Usage
1 |
Author(s)
Sargam Jain
References
Andrew H Chen and Thomas F Siems (2004). The effects of terrorism on global capital markets. European Journal of Political Economy, 20(1), 349-366. doi: 10.1016/j.ejpoleco.2003.12.005
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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