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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... -
Terrorism and International Tourism: The Case of Germany (replication data)
We analyse how German tourists react to unanticipated shocks that alter their risk perception of selected tourism destinations. Using a difference-in-difference strategy which...
