The impact of natural disasters on the stock returns and volatilities of local firms
Michael Bourdeau-Brien, Lawrence Kryzanowski
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Bourdeau-Brien, Michael ; Kryzanowski, Lawrence |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 259-270
|
| Subject: | Natural disasters | Stock returns | Return volatility | GARCH | Volatilität | Volatility | Katastrophe | Disaster | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2016.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011792051