Similar Search Results

Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

Oil speculation and herding behavior in emerging stock markets

Cakan, Esin; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Journal of economics and finance 43 (2019) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10012170983

Price jumps in developed stock markets : the role of monetary policy committee meetings

Gupta, Rangan; Lau, Chi Keng Marco; Liu, Ruipeng; … - In: Journal of economics and finance 43 (2019) 2, pp. 298-312

Persistent link: https://www.econbiz.de/10012171144

The impact of unconventional monetary policy shocks in the U.S. on emerging market REITs

Gupta, Rangan; Marfatia, Hardik A. - In: Journal of real estate literature : a publication of … 26 (2018) 1, pp. 175-188

Persistent link: https://www.econbiz.de/10011956439

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

The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom

Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661143

The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661170

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

House price synchronization across the US states : the role of structural oil shocks

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821423

Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data

Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311

Persistent link: https://www.econbiz.de/10012267127