Revisiting the anomalous relationship between inflation and real estate investment trust returns in presence of structural breaks : empirical evidence from the USA and the UK
Year of publication: |
2020
|
---|---|
Authors: | Das, Mahamitra ; Sarkar, Nityananda |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 10.2020, 1, p. 250-258
|
Subject: | REITs | Relative price variability | Inflation | Structural breaks | Wirtschaftsgeschichte | Economic history | Immobilienfonds | Real estate fund | Strukturbruch | Structural break | USA | United States | Großbritannien | United Kingdom | Volatilität | Volatility | Schätzung | Estimation | Kapitaleinkommen | Capital income |
-
Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets
Tsuji, Chikashi, (2019)
-
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki, (2017)
-
Bianchi, Daniele, (2015)
- More ...
-
Asymmetry in the extracted housing wealth effects on consumption
Das, Mahamitra, (2015)
-
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie, (2018)
-
Revisiting REIT and Inflation Dynamics : A Regime-Switching Approach
Das, Mahamitra, (2023)
- More ...