Similar Search Results

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

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

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

Worthington, Andrew Charles; Valadkhani, Abbas - 2003

Persistent link: https://www.econbiz.de/10001812691

Measuring the Impact of Natural Disasters on Capital Markets : An Empirical Application Using Intervention Analysis

Worthington, Andrew C.; Valadkhani, Abbas - 2005

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/10014066005

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

Worthington, Andrew Charles (contributor); … - 2005

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

Catastrophic Shocks and Capital markets: A Comparative Analysis by Disaster and Sector

Worthington, Andrew; Valadkhani, Abbas - School of Accounting, Economics, and Finance, … - 2005

This paper provides an analysis of the impact of natural, industrial and terrorist disasters on the Australian capital market using the Box and Tiao intervention analysis and the data on daily returns in the following ten market sectors: consumer discretionary, consumer staples, energy,...

Persistent link: https://www.econbiz.de/10005812416

Catastrophic Shocks and Capital Markets: A Comparative Analysis by Disaster and Sector

Worthington, Andrew; Valadkhani, Abbas - In: Global Economic Review 34 (2005) 3, pp. 331-344

This paper provides an analysis of the impact of natural, industrial and terrorist disasters on the Australian capital market using the Box and Tiao intervention analysis and the data on daily returns in the following 10 market sectors: consumer discretionary, consumer staples, energy,...

Persistent link: https://www.econbiz.de/10009194414

Modelling the Price of Unleaded Petrol in Australia’s Capital Cities

Valadkhani, Abbas - 2010

This paper examines the long-run and short-run determinants of unleaded petrol price in Australia’s capital cities …

Persistent link: https://www.econbiz.de/10009457552

An Analysis of the Output and Employment Conversion Matrices of Australia’s Economy

Valadkhani, Abbas; Robinson, T. - 2005

Based on two snapshots taken from the Australian economy, this study quantifies the impacts of final demand aggregates on output and employment in various sectors using the 1989 and 1997 conversion matrices. The sectoral output and employment are linked with final demand deliveries in such a way...

Persistent link: https://www.econbiz.de/10009457580

Sources of Volatility in Australia's Export Prices: Evidence from ARCH and GARCH Modelling

Valadkhani, Abbas; Layton, A. P.; Karunaratne, N. D. - 2005

Australia has one of the more volatile set of export prices among OECD countries. This paper examines the extent to … which Australia’s export prices relate to the world prices using quarterly time-series data spanning the period 1969q4-2002q …3. The empirical results based on dynamic least squares method show that Australia’s export prices are cointegrated with …

Persistent link: https://www.econbiz.de/10009457625

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