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Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis

Worthington, Andrew; Valadkhani, Abbas - 2004

The impact of natural disasters on the Australian equity market is examined. The data set employed consists of daily price and accumulation returns over the period 31 December 1982–1 January 2002 for the All Ordinaries Index (AOI) and a record of 42 severe storms, floods, cyclones, earthquakes...

Persistent link: https://www.econbiz.de/10009457636

Asymmetric behavior of Australia's Big-4 banks in the mortgage market

Valadkhani, Abbas; Worthington, Andrew Charles - In: Economic modelling 43 (2014), pp. 57-66

Persistent link: https://www.econbiz.de/10010500980

Assessing the research performance of Australian universities

Valadkhani, Abbas; Worthington, Andrew Charles - 2006

Persistent link: https://www.econbiz.de/10003629413

Catastrophic shocks and capital markets : a comparative analysis by disaster and sector

Worthington, Andrew Charles; Valadkhani, Abbas - In: Global economic review 34 (2005) 3, pp. 331-344

Persistent link: https://www.econbiz.de/10003198762

Catastrophic shocks and capital markets : a comparative analysis by disaster and sector

Worthington, Andrew Charles (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003097887

Testing for structural breaks in Australia's monetary aggregates and interest rates : an application of the innovational outlier and additive outlier models

Pahlavani, Mosayeb (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002821909

Ranking and clustering Australian university research performance, 1998 - 2002

Valadkhani, Abbas (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003002173

A note on the rising cost of education in Australia

Valadkhani, Abbas; Worthington, Andrew Charles; Layton, … - In: Economic papers : a journal of applied economics and policy 24 (2005) 2, pp. 97-106

Persistent link: https://www.econbiz.de/10002852789

Measuring the impact of natural disasters on capital markets : an empirical application using intervention analysis

Worthington, Andrew Charles; Valadkhani, Abbas - In: Applied economics 36 (2004) 19, pp. 2177-2186

Persistent link: https://www.econbiz.de/10002375005

An analysis of the rising cost of education in Australia

Valadkhani, Abbas; Worthington, Andrew Charles; Layton, … - 2004

Persistent link: https://www.econbiz.de/10002104683

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