The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires

Author: Worthington Andrew C.  

Publisher: Inderscience Publishers

ISSN: 1097-4954

Source: Global Business and Economics Review, Vol.10, Iss.1, 2008-01, pp. : 1-10

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Abstract