Quantile causality between banking stock and real estate securities returns in the US
C.T. Albulescu, E. Bouri, A.K. Tiwari, D. Roubaud
| Year of publication: |
2020
|
|---|---|
| Authors: | Albulescu, C. T. ; Bouri, E. ; Tiwari, Aviral Kumar ; Roubaud, D. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 78.2020, p. 251-260
|
| Subject: | Banking stocks | Quantile causality | Real estate securities | US stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | USA | United States | Bank | Aktienmarkt | Stock market | Schätzung | Estimation | Kausalanalyse | Causality analysis | Portfolio-Management | Portfolio selection | Immobilienfonds | Real estate fund | Immobilienwirtschaft | Real estate industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012431274