Sovereign risk and stock market response to natural disasters in emerging economies
by: Juan Pablo Bermúdez-Cespedes, Luis Fernando Melo-Velandia, Daniel Parra-Amado
| Year of publication: |
[2025]
|
|---|---|
| Authors: | Bermúdez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando ; Parra-Amado, Daniel |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| Subject: | Natural disasters | Stock returns | Sovereign risk premium (CDS) | GARCH | Eventstudy | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Katastrophe | Disaster | Risikoprämie | Risk premium | Welt | World | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Kreditderivat | Credit derivative | ARCH-Modell | ARCH model |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. no. 1303 (2025) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.32468/be.1303 [DOI] hdl:20.500.12134/11113 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015326234