Dynamic impact of unconventional monetary policy on international REITs
Year of publication: |
2021
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Authors: | Marfatia, Hardik A. ; Gupta, Rangan ; Lesame, Keagile |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 9, Art.-No. 429, p. 1-18
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Subject: | forward guidance | LSAP | REITs | time varying parameter model | unconventional monetary policy | Geldpolitik | Monetary policy | Immobilienfonds | Real estate fund | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Quantitative Lockerung | Quantitative easing |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14090429 [DOI] hdl:10419/258533 [Handle] |
Classification: | E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C32 - Time-Series Models ; F42 - International Policy Coordination and Transmission ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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