Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
Year of publication: |
2011
|
---|---|
Authors: | Chang, Kuang-Liang ; Chen, Nan-Kuang ; Leung, Charles |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 43.2011, 1, p. 221-257
|
Publisher: |
Springer |
Subject: | Monetary policy | Term structure | REITs | House prices | Regime-dependent | Yield curve | Markov regime switching |
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