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Do Earthquakes Shake Stock Markets?

This paper examines how major earthquakes affected the returns and volatility of aggregate stock market indices in thirty-five financial markets over the last twenty years. Results show that global financial markets are resilient to shocks caused by earthquakes even if these are domestic. Our analys...

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Detalles Bibliográficos
Autores principales: Ferreira, Susana, Karali, Berna
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4510879/
https://www.ncbi.nlm.nih.gov/pubmed/26197482
http://dx.doi.org/10.1371/journal.pone.0133319