The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1057/ces.2013.16.pdf
Reference11 articles.
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3. Enders, W . 2010: Applied econometric time series. Wiley: New York.
4. Hamao, Y, Masulis, RW and Ng, V . 1990: Correlations in price changes and volatility across international stock markets. The Review of Financial Studies 3 (2): 281–307.
5. Janabi, MAMA, Hatemi, JA and Irandoust, M . 2010: Modeling time-varying volatility and expected returns: Evidence from the GCC and MENA regions. Emerging Markets Finance and Trade 46 (5): 39–47.
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