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subject:"Real estate market"
~person:"Füss, Roland"
~person:"Gupta, Rangan"
~subject:"Estimation"
~subject:"Welt"
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Search: subject_exact:"Immobilienzertifikat"
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Real estate market
Estimation
Welt
Immobilienfonds
36
Real estate fund
36
Capital income
12
Kapitaleinkommen
12
USA
12
United States
12
World
12
Volatility
11
Volatilität
11
Forecasting model
10
Prognoseverfahren
10
REITs
9
Schätzung
7
Spillover effect
6
Spillover-Effekt
6
Börsenkurs
5
Geldpolitik
5
Herdenverhalten
5
Herding
5
Impact assessment
5
Monetary policy
5
Risikomaß
5
Risk measure
5
Share price
5
Wirkungsanalyse
5
forecasting
5
Aktienmarkt
4
Capital market returns
4
Comparison
4
Kapitalmarktrendite
4
Risiko
4
Risk
4
State of a federation
4
Stock market
4
Teilstaat
4
Vergleich
4
ARCH model
3
ARCH-Modell
3
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9
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English
17
German
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Author
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Füss, Roland
Gupta, Rangan
Hoesli, Martin
33
Liow, Kim Hiang
18
Schindler, Felix
18
Eichholtz, Piet
15
Ong, Seow-eng
12
Chau, K. W.
10
Newell, Graeme
10
Serrano, Camilo
10
Moss, Alex
9
Dabara, Daniel Ibrahim
8
Ling, David C.
8
Kok, Nils
7
Maurer, Raimond
7
Steiner, Eva
7
Bouri, Elie
6
Geltner, David
6
Guidolin, Massimo
6
Naranjo, Andy
6
Sebastian, Steffen
6
Wilson, Patrick James
6
Baum, Andrew
5
Cashman, George D.
5
Chan, Ka Kwan Kevin
5
Fuerst, Franz
5
Ghosh, Chinmoy
5
Hui, Eddie Chi Man
5
Just, Tobias
5
Liu, Hongyu
5
Marzuki, Muhammad Jufri
5
Oikarinen, Elias
5
Okunev, John
5
Petrova, Milena
5
Stevenson, Simon
5
Zhou, Jian
5
Zhu, Bing
5
Aepli, Matthias Daniel
4
Bianchi, Daniele
4
Cotter, John
4
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Department of Economics working paper series
5
Aspekte aus der Finanz- und Immobilienwirtschaft : Festschrift für Heinz Rehkugler
1
Diskussionsbeiträge : Reihe des Instituts für Allgemeine Wirtschaftsforschung, Abteilung Empirische Wirtschaftsforschung und Ökonometrie, Albert-Ludwigs-Universität Freiburg im Breisgau
1
Energy economics
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
18
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1
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
2
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
3
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10013179588
Saved in:
4
The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Wang, Shixuan
;
Gupta, Rangan
;
Bonato, Matteo
;
Çepni, …
-
2022
Persistent link: https://www.econbiz.de/10013179591
Saved in:
5
Nonlinear contagion between stock and real estate markets : international evidence from a local Gaussian correlation approach
Bouri, Elie
;
Gupta, Rangan
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2089-2109
Persistent link: https://www.econbiz.de/10013184682
Saved in:
6
Herding in international REITs markets around the COVID-19 pandemic
Lesame, Keagile
;
Ngene, Geoffrey
;
Gupta, Rangan
;
Bouri, Elie
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014451556
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
10
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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