Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities-Reference-Cited by-同舟云学术

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Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities

Published:2021-07-23 Issue: Volume: Page:1-12
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Ikefuji Masako¹²,Laeven Roger J. A.³⁴⁵^ORCID,Magnus Jan R.⁶⁷^ORCID,Yue Yuan³⁷

Affiliation:

1. Faculty of Humanities and Social Sciences, University of Tsukuba, Tsukuba, Japan

2. Institute of Social and Economic Research, Osaka University, Ibaraki, Japan

3. Department of Quantitative Economics, University of Amsterdam, Amsterdam, The Netherlands

4. CentER, Tilburg University, Tilburg, The Netherlands

5. EURANDOM, Eindhoven University of Technology, Eindhoven, The Netherlands

6. Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, Amsterdam, The Netherlands

7. Tinbergen Institute, Amsterdam, The Netherlands

Funder

Japan Society for the Promotion of Science

Netherlands Organization for Scientific Research

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.1928512

Reference43 articles.

1. Parameter-Free Elicitation of Utility and Probability Weighting Functions

2. Mutual excitation in Eurozone sovereign CDS

3. Modeling financial contagion using mutually exciting jump processes

4. Error Components and Seemingly Unrelated Regressions

5. On Seemingly Unrelated Regressions with Error Components

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