Is there convergence between the BRICS and International REIT Markets?
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Cited by:
- Kola Ijasan & Peterson Owusu Junior & George Tweneboah & Tunbosun Oyedokun & Anokye M. Adam, 2021. "Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(3), pages 58-91, September.
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More about this item
Keywords
BRICS; Fractional integration; Fractional cointegration; Real estate investment trust;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- R0 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General
- R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2018-09-10 (Confederation of Independent States)
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