North Ryde
Sydney, New South Wales 2109
Australia
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
http://www.firn.org.au
New South Wales 2109
Macquarie University
Macquarie University, Macquarie Business School
Systemic financial risk, Factor models, Mixed frequency models, Kalman filter,
Systemic financial risk, Factor models, Mixed frequency models, Kalman filter, State-space model, Hurdle model
Climate change adaptation, Investment timing, Catastrophic risk, Risk aversion, Real option
Climate change, Real option analysis, Flood risk, Sea level rise, Adaptation