Catastrophic Shocks and Capital Markets: A Comparative Analysis by Disaster and Sector
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- Worthington, Andrew & Valadkhani, Abbas, 2005. "Catastrophic Shocks and Capital markets: A Comparative Analysis by Disaster and Sector," Economics Working Papers wp05-20, School of Economics, University of Wollongong, NSW, Australia.
References listed on IDEAS
- Andrew Worthington & Abbas Valadkhani, 2004.
"Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis,"
Taylor & Francis Journals, vol. 36(19), pages 2177-2186.
- Andrew Worthington & Abbas Valadkhani, 2003. "Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis," School of Economics and Finance Discussion Papers and Working Papers Series 154, School of Economics and Finance, Queensland University of Technology.
- St Pierre, Eileen F, 1998. "The Impact of Option Introduction on the Conditional Return Distribution of Underlying Securities," The Financial Review, Eastern Finance Association, vol. 33(1), pages 105-118, February.
- Ada Ho & Alan Wan, 2002. "Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 9(7), pages 441-447.
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- repec:eee:riibaf:v:41:y:2017:i:c:p:556-576 is not listed on IDEAS
- Ramiah, Vikash & Cam, Marie-Anne & Calabro, Michael & Maher, David & Ghafouri, Shahab, 2010. "Changes in equity returns and volatility across different Australian industries following the recent terrorist attacks," Pacific-Basin Finance Journal, Elsevier, vol. 18(1), pages 64-76, January.
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KeywordsIntervention analysis; capital markets; natural disasters;
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