The Asymmetric Effects of Monetary Policy on Real Estate Investment Trusts Returns under Change in Price Level
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This study investigates whether the effects of monetary policy exist in the U.S. real estate investment trusts (REITs) market utilizing Markov regime-switching model over the period January 1972 to December 2010. We establish the theoretical framework by the dis...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24735567813544765070 |