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The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The North American journal of economics and finance : a … 42 (2017), pp. 640-653
Persistent link: https://www.econbiz.de/10011938217
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Dynamic impact of unconventional monetary policy on international REITs
Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18
In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs. Unlike existing studies which are limited to conventional policy tools and undertake a static approach, we use an event study approach and estimate a time-varying parameter model to...
Persistent link: https://www.econbiz.de/10012628426
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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News effects in a high-frequency model of the sterling-dollar exchange rate
Goodhart, Charles A. E. (contributor) - In: Journal of applied econometrics 8 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001139589
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Perfecting the market's knowledge of monetary policy
Poole, William; Rasche, Robert H. - In: Journal of financial services research : JFSR 18 (2000) 2/3, pp. 255-298
Persistent link: https://www.econbiz.de/10001587180
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Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
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News effects in a high frequency model of the sterling-dollar exchange rate
Goodhart, Charles A. E. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000818177
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"News" and the foreign exchange market
Goodhart, Charles A. E. - 1990
Persistent link: https://www.econbiz.de/10000820199
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The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro; Goodhart, Charles A. E.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000955138
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Macroeconomic surprises and stock returns in South Africa
Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282
Persistent link: https://www.econbiz.de/10009772954