Dynamic effects of financial stress on the US real estate market performance
Year of publication: |
2014
|
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Authors: | Sum, Vichet |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 75.2014, p. 80-92
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Subject: | REIT returns | Financial stress | Dynamic effects | Variance decomposition | VAR | USA | United States | Immobilienfonds | Real estate fund | Finanzkrise | Financial crisis | Immobilienmarkt | Real estate market | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Konjunktur | Business cycle | Immobilienpreis | Real estate price |
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