Similar Search Results

Who poisons the pool? : time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets

Ngene, Geoffrey M.; Lee Kim, Yea; Wang, Jinghua - In: Economic modelling 81 (2019), pp. 136-147

Persistent link: https://www.econbiz.de/10012201529

Transitory and permanent shock transmissions between real estate investment trusts and other assets : evidence from time-frequency decomposition and machine learning

Ngene, Geoffrey M.; Wang, Jinghua - In: Accounting and finance 64 (2024) 1, pp. 539-573

Persistent link: https://www.econbiz.de/10014537498

What drives dynamic connectedness of the US equity sectors during different business cycles?

Ngene, Geoffrey M. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013186555

Time-varying and spatial herding behavior in the US housing market : evidence from direct housing prices

Ngene, Geoffrey M.; Sohn, Daniel P.; Hassan, M. Kabir - In: The journal of real estate finance and economics 54 (2017) 4, pp. 482-514

Persistent link: https://www.econbiz.de/10011797663

Overreaction in the REITs market : new evidence from quantile autoregression approach

Ngene, Geoffrey M.; Manohar, Catherine Anitha; Julio, … - In: Journal of risk and financial management : JRFM 13 (2020) 11/282, pp. 1-28

Real estate investment trusts (REITs) provide portfolio diversification and tax benefits, a stable stream of income, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence structures of REITs´ returns across quantiles and return...

Persistent link: https://www.econbiz.de/10012388741