The impact of expectations on the co-integration relationship between the stock and REIT markets
Umit Erol, Aydin Yuksel, Asli Yuksel, Hakki Ozturk
| Year of publication: |
2022
|
|---|---|
| Authors: | Erol, Umit ; Yüksel, Aydın ; Yüksel, Aslı ; Ozturk, Hakki |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 27.2022, 1, p. 20-42
|
| Subject: | expected US short-term interest rates | global | international diversification | regional co-integration | the US yield spread | variable term premium | Zinsstruktur | Yield curve | USA | United States | Zins | Interest rate | Kointegration | Cointegration | Immobilienfonds | Real estate fund | Schätzung | Estimation | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2022.124626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013453730