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On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach. (2014). Nguyen, Duc Khuong ; Aloui, Chaker.
In: Applied Economics.
RePEc:taf:applec:v:46:y:2014:i:22:p:2611-2622.

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  1. The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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  2. Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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  3. Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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  4. Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Phan, Dinh ; Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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  5. Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2019-03-4.

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  6. Macroeconomic policy coordination between Japanese central and local governments. (2018). Funashima, Yoshito.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1275-9.

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  7. Multiresolution analysis of S&P500 time series. (2018). Uur, Omur ; Kili, Deniz Kenan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2215-3.

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  8. Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

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  9. Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models. (2015). Aloui, Chaker ; ben Hamida, Hela.
    In: Czech Journal of Economics and Finance (Finance a uver).
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