30/7/18: Impact of Terrorist Events on European Equity Markets ARCH Equity markets equity prices equity valuations GARCH Impact Systemic Risks terrorism terrorist attacks volatility contagion Volatility spillovers Our recent paper on the impact of terrorist events on equity markets valuations in Europe has been published in the Quarterly Review of Economics and Finance (November 2017): https://www.sciencedirect.com/science/journal/10629769