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Monetary policy and the diversification-profitability linkage in banking : evidences from emerging market economies

Chen, Pei-Fen; Zeng, Jhih-Hong; Lee, Chien-chiang - In: The South African journal of economics 83 (2015) 4, pp. 576-597

Persistent link: https://www.econbiz.de/10011441942

Market states and the effect on equity REIT returns due to changes in monetary policy stance

Chen, Ming-chi; Peng, Chi-lu; Shyu, So-de; Zeng, Jhih-hong - In: The journal of real estate finance and economics 45 (2012) 2, pp. 364-382

Persistent link: https://www.econbiz.de/10009581740

Market States and the Effect on Equity REIT Returns Due to Changes in Monetary Policy Stance

Chen, Ming-Chi - 2011

This study investigates the effect of changes in monetary policy on US equity real estate investment trust (EREIT) returns in lower and higher return ranges during bull, bear, and volatile stock market states using quantile regression. Results show that EREIT returns are sensitive to changes in...

Persistent link: https://www.econbiz.de/10013129075

Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance

Chen, Ming-Chi; Peng, Chi-Lu; Shyu, So-De; Zeng, Jhih-Hong - In: The Journal of Real Estate Finance and Economics 45 (2012) 2, pp. 364-382

Persistent link: https://www.econbiz.de/10010866977