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The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
1 January 1980 to 30 June 2003 and the complete timing and duration of all severe storms, floods, cyclones, earthquakes …
Persistent link: https://www.econbiz.de/10005753924
Cover Image
The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew C. - In: Global Business and Economics Review 10 (2008) 1, pp. 1-10
1 January 1980 to 30 June 2003 and the complete timing and duration of all severe storms, floods, cyclones, earthquakes …
Persistent link: https://www.econbiz.de/10008538969