Disaster Risk and Asset Returns: An International Perspective

Karen K. Lewis & Edith X. Liu
Published Date
Copyright 2017
DOI 10.1016/j.jinteco.2017.03.001
CONFERENCE HELD June 24-25, 2016
Book: NBER International Seminar on Macroeconomics 2016
Book organizers: Richard Clarida, Lucrezia Reichlin & Michael Devereux
PUBLISHER: Journal of International Economics, Volume 108, Supp. 1 (Elsevier)
Series: NBER International Seminar on Macroeconomics

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International Economics
International Finance
International Macroeconomics
Financial Economics
Financial Markets

Published From Paper

Disaster Risk and Asset Returns: An International Perspective
- Working Paper
Recent studies have shown that disaster risk can generate asset return moments similar to those observed in the U.S....

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