Yuan Yue

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

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Earthquake Risk Embedded in Property Prices: Evidence from Five Japanese Cities

Tinbergen Institute Discussion Paper 2018-061/III
Number of pages: 43 Posted: 01 Aug 2018
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and University of Amsterdam - Amsterdam School of Economics (ASE)
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Abstract:

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Earthquake risk, House price, Seismic excitation, Probability weighting, Hedonic pricing, Multivariate error components