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• W2969654949 abstract "This paper wants to analyse the cyber-risk impact on economy in particular on the returns of the companies suffering information braches. The problem has become very interesting in recent years in the literature for the large dependence of the business with cyber world. The analysis focuses on event study in which the impact of cyber-attacks on stock prices of selected companies is investigated. Cyber-risk phenomenon is processed considering a portfolio of targeted assets, in order to analyse their correlation. Risk measures, such as VaR, will be evaluated and backtested using different methods to monitor which one is able to better capture this type of riskiness." @default.
• W2969654949 created "2019-08-29" @default.
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• W2969654949 date "2019-01-01" @default.
• W2969654949 modified "2023-09-24" @default.
• W2969654949 title "Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest" @default.
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• W2969654949 doi "https://doi.org/10.4236/jmf.2019.93024" @default.
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