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. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 9, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | forward guidance | LSAP | REITs | time varying parameter model | unconventional monetary policy |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14090429 [DOI] 1772749389 [GVK] 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: |
-
Dynamic impact of unconventional monetary policy on international REITs
Marfatia, Hardik A., (2021)
-
A portfolio-balance approach to the nominal term structure
King, Thomas B., (2013)
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A portfolio-balance approach to the nominal term structure
King, Thomas B., (2013)
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Dynamic impact of unconventional monetary policy on international REITs
Marfatia, Hardik A., (2021)
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Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile, (2022)
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High-frequency volatility forecasting of US housing markets
Segnon, Mawuli, (2021)
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