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Full-Text Articles in Physical Sciences and Mathematics
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., Mahamitra Das Dr.
Doctoral Theses
This thesis is basically concerned with studying the various relationships involving REIT returns, inflation, monetary policy variables, and general equity market returns in the USA and the UK markets by considering modeling approaches which allow for either structural breaks or regime-switching behavior in the relationship. Although study of such relationships, especially the one involving inflation and REIT returns, have evoked significant interest amongst researchers, the number of such studies is still very few in number. Moreover, there is an element of ‘puzzle’ embedded in this relationship. Hence, it is imperative as well as interesting that further empirical investigations are done …
Modelling Stock Returns In 'Volatility-In-Mean' Framework Under Up And Down Market Movements, Srikanta Kundu Dr.
Modelling Stock Returns In 'Volatility-In-Mean' Framework Under Up And Down Market Movements, Srikanta Kundu Dr.
Doctoral Theses
The first chapter of this thesis begins with a brief review of the existing literature on empirical studies on stock returns, especially those in the context of the relationship between risk and return, at both univariate and multivariate levels. In the next section, studies on the relationship between stock return and monetary policy are reviewed. The motivation of this work is discussed in Section 1.4. Finally, the format of the thesis is given in Section 1.5.A Brief Review of the Literature on Risk-Return Relationship-Both Univariate and Multivariate Cases. In this section, we first present a brief review of this literature …