Fatnassi, Ibrahim; Slim, Chaouachi; Ftiti, Zied; Ben … - In: Research in International Business and Finance 32 (2014) C, pp. 15-26
In this paper, we analyze whether a monetary policy based on three main variables (inflation, money supply, and output gap) has a nonlinear impact on real estate investment trust (REIT) markets. In addition, we extend our analysis to examine whether these monetary policy components impact the...