Showing 1 - 10 of 13,440
, however, could also play a role in disaster preparedness. In particular, I examine whether governments that are deemed to be … investment in disaster preparedness. I find an inverse U-shaped relationship between repression and casualties, with countries at … either end of the distribution experiencing lower fatalities. -- natural disasters ; government repression ; disaster …
Persistent link: https://www.econbiz.de/10009489005
Persistent link: https://www.econbiz.de/10010511960
, however, could also play a role in disaster preparedness. In particular, I examine whether governments that are deemed to be … investment in disaster preparedness. I find an inverse U-shaped relationship between repression and casualties, with countries at …
Persistent link: https://www.econbiz.de/10013111993
Background: This paper proposes a framework to cope with the lack of data at the time of a disaster by employing … predictive models. The framework can be used for disaster human impact assessment based on the socio-economic characteristics of … Data (PRED) is developed as a decision-making platform based on the Disaster Severity Analysis (DSA) Technique. Conclusions …
Persistent link: https://www.econbiz.de/10014370527
Persistent link: https://www.econbiz.de/10011516994
We examine the connection between tail risk — as measured in Kelly and Jiang (2014) — and the cross-section of expected returns. In conditional predictive regression systems and vector-autoregressions of the market portfolio and the long- and shoresides of the Fama-French factor portfolios,...
Persistent link: https://www.econbiz.de/10013005673
Persistent link: https://www.econbiz.de/10012001536
We examine if extreme weather exposure impacts firms’ cost of equity. Motivated by a consumption-based asset pricing model with heterogeneous agents, we reveal the existence of an extreme weather risk premium in the cross-section of stock returns. In the period from 1995 to 2019, domestic U.S....
Persistent link: https://www.econbiz.de/10014456106
This paper revisits the fit of disaster risk models where a representative agent has recursive preferences and the … probability of a macroeconomic disaster changes over time. We calibrate the model as in Wachter (2013) and perform two sets of …
Persistent link: https://www.econbiz.de/10013028991
Persistent link: https://www.econbiz.de/10003647290