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

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