TY  - BOOK
AU  - Das,Mahamrita
TI  - 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
U1  - 339.530941073 23
PY  - 2017///
CY  - Kolkata
PB  - Indian Statistical Institute
KW  - Macroeconomic Policy
KW  - Monetary Policy
N1  - 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
UR  - http://dspace.isical.ac.in:8080/jspui/handle/10263/7082
ER  -