Disaster Risk and Asset Returns: An International Perspective
收藏NBER2017-01-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w23065
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资源简介:
Recent studies have shown that disaster risk can generate asset return moments similar to those observed in the U.S. data. However, these studies have ignored the cross-country asset pricing implications of the disaster risk model. This paper shows that standard U.S.-based disaster risk model
提供机构:
美国国家经济研究局
创建时间:
2017-01-01



