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Transnational organised crime groups severely rely on corruption, threat and intimidation to effectively and efficiently commit their criminal acts. To achieve this goal, TCOs normally employ a twofold strategy: to inhibit rule of law amongst authorities on the one hand, and to trigger fear in society, on the other. With this strategy in mind, this paper aims to explore which variables better explain ‘fear of crime’ as measured by victimisation surveys when considering Mexico’s case at the sub-national level (states). Overall, this innovative approach examines five components: (a) the serious crimes, including homicide, kidnapping and extortion; (b) the organised crime-related property crimes, focusing on armed robbery and theft; (c) the ‘instrumental criminalities’, such as the illegal availability of guns and money laundering; (d) the ‘institutional failure crimes’, such as escapes from prison, perception of corruption, public debt and human rights violations; and (e) the ‘fear-oriented’ new delinquencies, such as public shootings, assassinations of authorities, murder of journalists, attacks against human rights defenders, illegal graves and ‘narcomantas’. Through exploring these components, I develop particular strategies to mitigate fear of crime in Mexico, while discussing policy recommendations for other consolidating democracies around the globe experiencing similar organised crime-patterns.