Modeling REIT returns with macroeconomic monetary policy and financial variables in the frameworks of structural break and regime-switching VAR: evidence from the USA and the UK/ Mahamrita Das
Material type:
TextPublication details: Kolkata: Indian Statistical Institute, 2017Subject(s): DDC classification: - 23 339.530941073 D229
- Guided by Prof. Nityananda Sarkar
| Item type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
| THESIS | ISI Library, Kolkata | 339.530941073 D229 (Browse shelf(Opens below)) | Available | E-Thesis | TH458 |
Browsing ISI Library, Kolkata shelves Close shelf browser (Hides shelf browser)
Theswis (Ph.D.) - Indian Statistical Institute, 2017
Introduction And Review Of Literature -- Data And Some Important Characteristics -- Relationship Between Reit Returns And Inflation: An Approach With Structural Breaks -- Relationship Between Reit Returns And Inflation In Presence Of Relative Price Variability And Output Growth: A Regime-Switching Approach -- Interdependences Between Reit Returns, A Monetary Policy Variable And Output Growth: A Structural Var Analysis -- Mean And Volatility Spillovers Between Reit And Stocks Returns: A Stvarbtgarch-M Model -- Conclusions
Guided by Prof. Nityananda Sarkar
There are no comments on this title.
