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Unconventional monetary policy and risk-taking: Evidence from agency mortgage REITs
Frame, W. Scott; Steiner, Eva - 2018
investment trusts (REITs) - a set of institutions identified by the Financial Stability Oversight Council as posing systemic risk …. We document that Agency mortgage REITs: [i] equity prices reacted to QE announcements and in a manner consistent with …
Persistent link: https://www.econbiz.de/10012030274
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Fundamental drivers of dependence in reit returns
Alcock, Jamie; Steiner, Eva - In: The journal of real estate finance and economics 57 (2018) 1, pp. 4-42
Persistent link: https://www.econbiz.de/10012038835
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The interrelationships between REIT capital structure and investment
Alcock, Jamie; Steiner, Eva - In: Abacus : a journal of accounting, finance and business … 53 (2017) 3, pp. 371-394
Persistent link: https://www.econbiz.de/10011818393
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Unconventional monetary policy and risk-taking : evidence from agency mortgage REITs
Frame, W. Scott; Steiner, Eva - 2018
investment trusts (REITs) - a set of institutions identified by the Financial Stability Oversight Council as posing systemic risk …. We document that Agency mortgage REITs: [i] equity prices reacted to QE announcements and in a manner consistent with …
Persistent link: https://www.econbiz.de/10011895590
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Unexpected inflation, capital structure, and real risk-adjusted firm performance
Alcock, Jamie; Steiner, Eva - In: Abacus : a journal of accounting, finance and business … 53 (2017) 2, pp. 273-298
Persistent link: https://www.econbiz.de/10011803433