Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Image from Google Jackets

Modeling REIT returns with macroeconomic monetary policy and financial variables in the frameworks of structural break and regime-switching VAR: evidence from the USA and the UK/ Mahamrita Das

By: Material type: TextTextPublication details: Kolkata: Indian Statistical Institute, 2017Subject(s): DDC classification:
  • 23 339.530941073 D229
Online resources:
Contents:
Introduction And Review Of Literature -- Data And Some Important Characteristics -- Relationship Between Reit Returns And Inflation: An Approach With Structural Breaks -- Relationship Between Reit Returns And Inflation In Presence Of Relative Price Variability And Output Growth: A Regime-Switching Approach -- Interdependences Between Reit Returns, A Monetary Policy Variable And Output Growth: A Structural Var Analysis -- Mean And Volatility Spillovers Between Reit And Stocks Returns: A Stvarbtgarch-M Model -- Conclusions
Production credits:
  • Guided by Prof. Nityananda Sarkar
Dissertation note: Theswis (Ph.D.) - Indian Statistical Institute, 2017
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Notes Date due Barcode Item holds
THESIS ISI Library, Kolkata 339.530941073 D229 (Browse shelf(Opens below)) Available E-Thesis TH458
Total holds: 0

Theswis (Ph.D.) - Indian Statistical Institute, 2017

Introduction And Review Of Literature -- Data And Some Important Characteristics -- Relationship Between Reit Returns And Inflation: An Approach With Structural Breaks -- Relationship Between Reit Returns And Inflation In Presence Of Relative Price Variability And Output Growth: A Regime-Switching Approach -- Interdependences Between Reit Returns, A Monetary Policy Variable And Output Growth: A Structural Var Analysis -- Mean And Volatility Spillovers Between Reit And Stocks Returns: A Stvarbtgarch-M Model -- Conclusions

Guided by Prof. Nityananda Sarkar

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in