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Estimating the effects of risk transfer mechanisms against floods in Europe and USA : a dynamic panel approach
Raschky, Paul A. - 2007
European region reduces the regional GDP by 0.4%-0.6%; an average flood event in the U.S.A reduces the personal income by 0 … Program (NFIP) in the U.S.A. mitigate the effects of a flood by about 50%. The results provide empirical foundation for the …
Persistent link: https://www.econbiz.de/10009731161
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Estimating the effects of risk transfer mechanisms against floods in Europe and USA : a dynamic panel approach
Raschky, Paul - 2007
Persistent link: https://www.econbiz.de/10003465138
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Financial system risk tolerance capacity and economic growth : evidence from a cross-country analysis
Zhang, Ling; Zhang, Sheng; Tao, Na - In: Global economic review 45 (2016) 2, pp. 97-115
Persistent link: https://www.econbiz.de/10011565898
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Stock market booms and real economic activity : is this time different?
Binswanger, Mathias - 1998
Persistent link: https://www.econbiz.de/10000168477
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An estimation of the capital growth rate in business activities
Kurek, Bartosz - In: Modern economy 3 (2012) 4, pp. 364-372
Persistent link: https://www.econbiz.de/10009705378
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Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10001778669
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10001746502
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Stock market booms and real economic activity : is this time different?
Binswanger, Mathias - In: International review of economics & finance : IREF 9 (2000) 4, pp. 387-415
Persistent link: https://www.econbiz.de/10001538886
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News related to future GDP growth as risk factors in equity returns
Vassalou, Maria - 2000
Persistent link: https://www.econbiz.de/10001471312
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Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence
Kuo, Chris - 2011
Firm size is an essential factor in examining the relation between returns and idiosyncratic volatilities. This paper documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is statistically significant in explaining the future...
Persistent link: https://www.econbiz.de/10013117807