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eventstudies (version 1.2.2)

TerrorAttack: Dates of terrorist attack

Description

Accounting for different time zones across 33 global capital markets, this data set provides different dates for each capital market on the day of the terrorist attack of September 11, 2001 EST.

Usage

data(TerrorAttack)

Arguments

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. 10.1016/j.ejpoleco.2003.12.005