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[{"key": "dc.contributor.advisor", "value": "Raatikainen, Juhani", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Palander, Elmeri", "language": "", "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2020-04-20T05:33:39Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2020-04-20T05:33:39Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2020", "language": "", "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/68596", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 pro gradu -tutkielmassa perehdyt\u00e4\u00e4n terrori-iskujen vaikutukseen osakemarkkinoilla vuosien 2001-2017 v\u00e4lill\u00e4. Tutkittavana aineistona ovat Saksan ja Ranskan teknologia-, vakuutus-, lento- ja puolustusyhti\u00f6t. Tutkielma keskittyy tarkastelemaan 34 terrori-iskun vaikutuksia yleisesti sek\u00e4 yksitt\u00e4in Yhdysvaltojen syyskuun 11. p\u00e4iv\u00e4n iskujen, Madridin vuoden 2004 ja Lontoon vuoden 2005 pommi-iskujen vaikutuksia ep\u00e4normaaleihin tuottoihin ja volatiliteetteihin p\u00e4iv\u00e4- ja viikkoaineistoilla. Ep\u00e4normaalien tuottojen tutkimisessa menetelm\u00e4n\u00e4 hy\u00f6dynnet\u00e4\u00e4n dummy-muutujatekniikkaa ja vastaavasti volatiliteettien muutoksien havaitsemisessa k\u00e4ytet\u00e4\u00e4n GARCH-mallia, joista molemmat ovat aikaisemmissa tutkimuksissa vakiintuneita menetelmi\u00e4 terrori-iskujen vaikutuksia tutkiessa.\nTutkielman tulosten perusteella terrori-iskuilla yleisesti n\u00e4ytt\u00e4\u00e4 olevan heikko vaikutus tutkittavien toimialojen osakeindekseiss\u00e4. Dummy-muuttuja-tekniikan perusteella terrori-iskuilla on tapahtumap\u00e4iv\u00e4n\u00e4 keskim\u00e4\u00e4rin suurempi vaikutus kuin viikkotasolla. My\u00f6s terrori-iskujen aiheuttamien uhrien m\u00e4\u00e4r\u00e4 n\u00e4ytt\u00e4\u00e4 vaikuttavan terrori-iskujen reaktioihin. Tulokset muuttuvat hieman, kun tarkastellaan suurempien yksitt\u00e4isten terrori-iskujen vaikutuksia. N\u00e4iden iskujen kohdalla terrori-iskuilla n\u00e4ytt\u00e4\u00e4 olevan pidempi vaikutus osakemarkkinoilla, sill\u00e4 p\u00e4iv\u00e4aineistoon verrattuna viikkoaineiston tulokset ovat merkitt\u00e4v\u00e4mpi\u00e4. Erityisesti lentoyhti\u00f6t ovat tutkielman tulosten mukaan herkki\u00e4 terrori-iskujen negatiivisille vaikutuksille.\nVolatiliteetin muutosten osalta viikkoaineisto antaa p\u00e4iv\u00e4aineistoa merkitt\u00e4v\u00e4mpi\u00e4 tuloksia. Vaikuttaakin silt\u00e4, ett\u00e4 terrori-iskuista aiheutunut ep\u00e4varmuus n\u00e4kyy markkinoilla pienell\u00e4 viiveell\u00e4. Volatiliteettien muutokset n\u00e4ytt\u00e4v\u00e4t olevan my\u00f6s merkitt\u00e4v\u00e4mpi\u00e4 suurempien terrori-iskujen kohdalla. Dummy-muuttujatekniikan tapaan lentoyhti\u00f6iss\u00e4 on havaittavissa suurempaa herkkyytt\u00e4 verrattuna muihin toimialoihin.\nYleisesti voidaan sanoa, ett\u00e4 osakemarkkinat n\u00e4ytt\u00e4v\u00e4t olevan vastustuskykyisi\u00e4 terrori-iskuille. Ainoastaan \u00e4\u00e4rimm\u00e4isten terrori-iskujen j\u00e4lkeen osake-markkinat n\u00e4ytt\u00e4v\u00e4t reagoivan vahvasti ja vaikutukset n\u00e4ytt\u00e4v\u00e4t pysyv\u00e4n markkinoilla keskim\u00e4\u00e4r\u00e4ist\u00e4 pidemp\u00e4\u00e4n.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by Paivi Vuorio (paelvuor@jyu.fi) on 2020-04-20T05:33:39Z\nNo. of bitstreams: 0", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2020-04-20T05:33:39Z (GMT). No. of bitstreams: 0\n Previous issue date: 2020", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "62", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "osakemarkkinat", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "GARCH", "language": "", "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Terrori-iskujen vaikutus osakemarkkinoilla vuosina 2001-2017", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-202004202812", "language": "", "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4 University School of Business and Economics", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Jyv\u00e4skyl\u00e4n yliopiston kauppakorkeakoulu", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Taloustieteet", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Business and Economics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Taloustiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Economics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": null, "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "2041", "language": "", "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "terrorismi", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "terrori-iskut", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "arvopaperimarkkinat", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "volatiliteetti", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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