18-061/III - Earthquake risk embedded in property prices: Evidence from five Japanese cities

• Authors
  Masako Ikefuji, University of Tsukuba; Roger J. A. Laeven, University of Amsterdam, CentER, EURANDOM; Jan R. Magnus, Vrije Universiteit Amsterdam; Yuan Yue, University of Amsterdam
• Publication date
  July 11, 2018

• Keywords
  Earthquake risk, House price, Seismic excitation, Probability weighting, Hedonic pricing, Multivariate error components.
• JEL
  R20, C33, D81, Q51