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
No Thumbnail Available
Date
2017-07
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Indian Statistical Institute, Kolkata
Abstract
Description
Thesis is under the supervision of Prof. Nityananda Sarkar
Keywords
Economics, Macroeconomics, Monetary Policy
Citation
129p.