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The effects of macroeconomic shocks on sector-specific returns
Ewing, Bradley T.; Forbes, Shawn M.; Payne, James E. - In: Applied economics 35 (2003) 2, pp. 201-207
Persistent link: https://www.econbiz.de/10001726089
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Shocks to macroeconomic state variables and the risk premium of REITs
Payne, James E. - In: Applied economics letters 10 (2003) 11, pp. 671-677
Persistent link: https://www.econbiz.de/10001820199
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Further evidence on the transmission of shocks across REIT markets : an examination of REIT sub-sectors
Payne, James E. - In: Applied financial economics letters 2 (2006) 3, pp. 141-146
Persistent link: https://www.econbiz.de/10003326242
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The response of sub-sector REIT returns to shocks in fundamental state variables
Payne, James E. - In: Applied financial economics letters 2 (2006) 2, pp. 71-75
Persistent link: https://www.econbiz.de/10003302437
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The transmission of shocks across real estate investment trust (REIT) markets
Payne, James E.; Mohammadi, Hassan - In: Applied financial economics 14 (2004) 17, pp. 1211-1217
Persistent link: https://www.econbiz.de/10002415091
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Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Payne, James E.; Sahu, Anandi Prasad - In: Journal of economics and finance 28 (2004) 2, pp. 198-210
Persistent link: https://www.econbiz.de/10002417663
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Aggregate demand shocks and current account asymmetry : some empirical evidence
Mohammadi, Hassan; Payne, James E.; Sun, Naiwei - In: Economia internazionale 58 (2005) 2, pp. 223-239
Persistent link: https://www.econbiz.de/10002981291
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The permanent or transitory nature of shocks to tourism expenditures and receipts : evidence from new panel stationarity tests with breaks and factors
Payne, James E.; Nazlıoğlu, Şaban - In: Tourism economics : the business and finance of tourism … 29 (2023) 6, pp. 1518-1532
Persistent link: https://www.econbiz.de/10014384514
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Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos; Christou, Christina; Payne, James E. - In: Applied financial economics 24 (2014) 10/12, pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
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Global perspective on the permanent or transitory nature of shocks to tourist arrivals : evidence from new unit root tests with structural breaks and factors
Payne, James E.; Lee, Junsoo - In: Tourism economics : the business and finance of tourism … 30 (2024) 1, pp. 67-103
Persistent link: https://www.econbiz.de/10014580633