Author： Payne James E.
Publisher： Routledge Ltd
ISSN： 1744-6546
Source： Applied Financial Economics Letters, Vol.2, Iss.2, 2006-03, pp. : 71-75
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Using monthly data from 1994:01 to 2005:03, the results from vector autoregressive models and generalized impulse response analysis indicate that unexpected shocks in industrial production, inflation, term structure, default risk, and the federal funds rate have virtually no statistically significant impact on sub-sector REIT returns.
Related content
Access to resources
Recommend
West African Perspectives: Challenges for the Cotton Sub-sector
SourceOECD Industry, Services & Trade, Vol. 2006, Iss. 37, 2007-06 ,pp. :
The dynamic response of the rand real exchange rate to fundamental shocks
Journal of Economic Studies, Vol. 43, Iss. 1, 2016-01 ,pp. :