...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>The North American journal of economics and finance >The international REIT's time-varying response to the US monetary policy and macroeconomic surprises
【24h】

The international REIT's time-varying response to the US monetary policy and macroeconomic surprises

机译：国际房地产投资信托基金对美国货币政策和宏观经济意外的时变反应

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

International real estate markets and the ever increasing role of the U.S. economic and policy developments have played a central role both in international portfolio management as well as broader economic policy making. In this paper, we measure the extent of time-varying impact of the U.S. monetary policy and macroeconomic news on the international Real Estate Investment Trusts (REITs) stock returns. Results suggest that there has been significant variation both across time and across countries in the impact of U.S. news on the global REIT stocks. Further, the country's stock market capitalization to GDP ratio has strong connections with the time-varying nature of the impact of the U.S. news on the global REIT stock returns.
机译：国际房地产市场以及美国经济和政策发展的日益增长的作用在国际证券投资管理以及更广泛的经济政策制定中都发挥了核心作用。在本文中，我们衡量了美国货币政策和宏观经济新闻对国际房地产投资信托（REIT）股票收益随时间变化的影响程度。结果表明，美国新闻对全球REIT存量的影响跨时间和跨国家存在显着差异。此外，该国的股票市值与GDP的比率与美国新闻对全球REIT股票收益的影响随时间变化的性质密切相关。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号