Narrow search
Showing 1 - 10 of 17,533
Cover Image
Permanent Income Hypothesis with Income Disaster and Asset Pricing
Park, Seyoung - 2022
We study the impact of income disaster-which can be triggered by various reasons such as pandemics and technological … offers two insights. First, with income disaster the equilibrium interest rate can be a decreasing function of the risk …
Persistent link: https://www.econbiz.de/10013306994
Cover Image
Aggregate tail risk and expected returns
Chapman, David A.; Gallmeyer, Michael F.; Martin, J. Spencer - In: Review of asset pricing studies 8 (2018) 1, pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
Cover Image
Pricing Poseidon : extreme weather uncertainty and firm return dynamics
Kruttli, Mathias S.; Roth Tran, Brigitte; Watugala, … - 2019
Persistent link: https://www.econbiz.de/10012102573
Cover Image
The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Li, Ping; Tang, Huailin; Liao, Jingchi - In: China finance review international 5 (2015) 3, pp. 277-302
Persistent link: https://www.econbiz.de/10011391745
Cover Image
Stock market and deterrence effect : a mid-run analysis of major environmental and non-environmental accidents
Carpentier, Cécile; Suret, Jean-Marc - In: Journal of environmental economics and management : … 71 (2015), pp. 1-18
Persistent link: https://www.econbiz.de/10011576663
Cover Image
Commodity price volatility under regulatory changes and disaster
Marvasti, Akbar; Lamberte, Antonio - In: Journal of empirical finance 38 (2016), pp. 355-361
Persistent link: https://www.econbiz.de/10011664764
Cover Image
Disaster recovery and the term structure of dividend strips
Hasler, Michael; Marfè, Roberto - In: Journal of financial economics 122 (2016) 1, pp. 116-134
Persistent link: https://www.econbiz.de/10011590891
Cover Image
Pricing Poseidon : extreme weather uncertainty and firm return dynamics
Kruttli, Mathias S.; Roth Tran, Brigitte; Watugala, … - 2019
We investigate the uncertainty dynamics surrounding extreme weather events through the lens of option and stock markets by identifying market responses to the uncertainty regarding both potential hurricane landfall and subsequent economic impact. Stock options on firms with establishments...
Persistent link: https://www.econbiz.de/10012181922
Cover Image
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung; Lu, Su-Lien; Shih, You - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-25
In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region …
Persistent link: https://www.econbiz.de/10011855248
Cover Image
Does uncertainty reduce growth? : using disasters as natural experiments
Baker, Scott; Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010191904