Revisiting the nexus of REITs returns and macroeconomic variables
Ming-Che Wu, Chien-Ming Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wu, Ming-Che ; Wang, Chien-Ming |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104837, p. 1-7
|
| Subject: | Bootstrap Fourier Granger causality in quantiles test | Effective interest rate | Expected inflation | GDP | REITs | Stock price index | Unemployment rate | Kausalanalyse | Causality analysis | Immobilienfonds | Real estate fund | Inflationserwartung | Inflation expectations | Zins | Interest rate | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Arbeitslosigkeit | Unemployment | Inflation | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104837 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445407