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The cycle of violence in the Second Intifada: Causality in nonlinear vector a...
We contest Jaeger and Paserman's claim (Jaeger and Paserman , 2008. The cycle of violence? An empirical analysis of fatalities in the Palestinian-Israeli conflict. American... -
Risk of catastrophic terrorism: an extreme value approach (replication data)
This paper models the stochastic behavior of large-scale terrorism using extreme value methods. We utilize a unique dataset composed of roughly 26,000 observations. These data... -
Extreme US stock market fluctuations in the wake of 9/11 (replication data)
We apply extreme value analysis to US sectoral stock indices in order to assess whether tail risk measures like value-at-risk and extremal linkages were significantly altered by...
