Showing 1 - 10 of 60
Persistent link: https://www.econbiz.de/10012431268
Persistent link: https://www.econbiz.de/10008810245
Persistent link: https://www.econbiz.de/10011389412
Persistent link: https://www.econbiz.de/10011607417
Persistent link: https://www.econbiz.de/10011554410
Using quarterly data from 2006 to 2019 (55 observations), this paper examines 18 Eurozone macroeconomic variables that represent monetary policy, external and construction sectors' performance, economic growth, investment, households' earnings, inflation and assesses their impact on the...
Persistent link: https://www.econbiz.de/10012264548
Persistent link: https://www.econbiz.de/10012291019
We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...
Persistent link: https://www.econbiz.de/10013273545