The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks
Year of publication: |
[2022]
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Authors: | Wang, Shixuan ; Gupta, Rangan ; Bonato, Matteo ; Çepni, Oğuzhan |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | US REITs | Intraday Data | Higher-Moments | Conventional and Unconventional Monetary Policies | VAR with Functional Shocks | Geldpolitik | Monetary policy | Schock | Shock | USA | United States | VAR-Modell | VAR model | Immobilienfonds | Real estate fund | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Quantitative Lockerung | Quantitative easing |
Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2022, 19 (April 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:11159/8526 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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