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On balance sheets, idiosyncratic risk and aggregate volatility
San Vicente Portes, Luis; Ozenbas, Deniz - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009576673
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Liquidity, markets and trading in action : an interdisciplinary perspective
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022
Persistent link: https://www.econbiz.de/10012546626
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Liquidity, markets and trading in action : an interdisciplinary perspective
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022 - 1st ed. 2022.
Chapter 1: Economics and the Equity Market: A Microeconomics Course Application -- Chapter 2: Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application -- Chapter 3: Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application -- Chapter...
Persistent link: https://www.econbiz.de/10012814615
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The impact of switching regimes and monetary shocks : an empirical analysis of REITs
Anderson, Randy I.; Boney, Vaneesha; Guirguis, Hany - In: The journal of real estate research 34 (2012) 2, pp. 157-181
Persistent link: https://www.econbiz.de/10009578078
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The Impact of Switching Regimes and Monetary Shocks : An Empirical Analysis of REITs
Anderson, Randy I. - 2012
This paper demonstrates that the effects of unanticipated monetary policy changes (shocks) on real estate investment trust (REIT) returns are asymmetric between the high- and low-variance regimes. A Markov regime-switching model with error correction terms is used to quantify the impact of...
Persistent link: https://www.econbiz.de/10013108433