scholarly journals Time-Varying Disaster Risk Models: An Empirical Assessment of the Rietz-Barro Hypothesis

2015 ◽  
Author(s):  
Alfonso Irarrazabal ◽  
Juan Carlos Parra-Alvarez
Keyword(s):  
Disaster Risk ◽  
Time Varying ◽  
Risk Models ◽  
Empirical Assessment

What Interbank Rates Tell Us About Time-Varying Disaster Risk

2019 ◽  
Author(s):  
Hitesh Doshi ◽  
Hyung Joo Kim ◽  
Sang Byung Seo
Keyword(s):  
Disaster Risk ◽  
Time Varying

An empirical assessment of IT disaster risk

2003 ◽  
Vol 46 (9) ◽  
pp. 201-206 ◽  
Author(s):  
William Lewis ◽  
Richard T. Watson ◽  
Ann Pickren
Keyword(s):  
Disaster Risk ◽  
Empirical Assessment

A metamodel for disaster risk models

2015 ◽  
Author(s):  
Wawan Hendriawan Nur ◽  
Fazat Nur Azizah ◽  
Saiful Akbar
Keyword(s):  
Disaster Risk ◽  
Risk Models

Time-Varying Rare Disaster Risk and Stock Returns

2010 ◽  
Author(s):  
Henk Berkman ◽  
Ben Jacobsen ◽  
John B. Lee
Keyword(s):  
Stock Returns ◽  
Disaster Risk ◽  
Time Varying

Risk Models with Jumps and Time-Varying Second Moments

2011 ◽  
Author(s):  
Rob van den Goorbergh ◽  
R. Molenaar ◽  
Onno W. Steenbeek ◽  
Peter Vlaar
Keyword(s):  
Time Varying ◽  
Risk Models ◽  
Second Moments

Time-varying rare disaster risk and stock returns

2011 ◽  
Vol 101 (2) ◽  
pp. 313-332 ◽  
Author(s):  
Henk Berkman ◽  
Ben Jacobsen ◽  
John B. Lee
Keyword(s):  
Stock Returns ◽  
Disaster Risk ◽  
Time Varying
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