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The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
In: Working Papers.
RePEc:pre:wpaper:201712.

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Cited: 34

Citations received by this document

Cites: 34

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Cocites: 33

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  1. Are REITS hedge or safe haven against oil price fall?. (2024). Andraz, Jorge ; Hanif, Waqas ; Teplova, Tamara ; Gubareva, Mariya.
    In: International Review of Economics & Finance.
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  2. On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O.
    In: Resources Policy.
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  3. The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Cepni, Oguzhan ; Bonato, Matteo ; Gupta, Rangan ; Wang, Shixuan.
    In: Working Papers.
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  4. Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
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  5. Price and volatility persistence of the US REITs market. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O.
    In: Future Business Journal.
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  6. Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty. (2021). GUPTA, RANGAN ; Ma, Feng ; Cepni, Oguzhan ; Wang, Jiqian.
    In: Working Papers.
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  7. Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis. (2021). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:202114.

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  8. The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000544.

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  9. Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

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  10. Monetary policy and bubbles in US REITs. (2021). GUPTA, RANGAN ; Caraiani, Petre ; Clin, Adrian C.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687.

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  11. Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud.
    In: Papers.
    RePEc:arx:papers:2107.10455.

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  12. Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:202099.

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  13. Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties. (2020). GUPTA, RANGAN ; Andre, Christophe ; Marfatia, Hardik A.
    In: Working Papers.
    RePEc:pre:wpaper:202061.

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  14. Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile.
    In: Working Papers.
    RePEc:pre:wpaper:202020.

    Full description at Econpapers || Download paper

  15. The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:202001.

    Full description at Econpapers || Download paper

  16. Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets. (2020). Vo, Duc ; Nguyen, Minh ; McAleer, Michael.
    In: Risks.
    RePEc:gam:jrisks:v:8:y:2020:i:2:p:38-:d:348054.

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  17. Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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  18. The impact of quantitative easing and carry trade on the real estate market in Hong Kong. (2020). Li, Kui-Wai ; Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:958-976.

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  19. Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

    Full description at Econpapers || Download paper

  20. The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin.
    In: International Association of Decision Sciences.
    RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

    Full description at Econpapers || Download paper

  21. Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban.
    In: Working Papers.
    RePEc:pre:wpaper:201954.

    Full description at Econpapers || Download paper

  22. Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Marco, Chi Keung ; Caraiani, Petre.
    In: Working Papers.
    RePEc:pre:wpaper:201953.

    Full description at Econpapers || Download paper

  23. Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201916.

    Full description at Econpapers || Download paper

  24. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

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  25. Time-varying impact of uncertainty shocks on the US housing market. (2019). GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy.
    In: Economics Letters.
    RePEc:eee:ecolet:v:180:y:2019:i:c:p:15-20.

    Full description at Econpapers || Download paper

  26. Time-Varying Impact of Uncertainty Shocks on the US Housing Market. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201870.

    Full description at Econpapers || Download paper

  27. Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Lv, Zhihui.
    In: Working Papers.
    RePEc:pre:wpaper:201849.

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  28. Monetary Policy and Bubbles in US REITs. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
    In: Working Papers.
    RePEc:pre:wpaper:201845.

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  29. High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach. (2018). Marfatia, Hardik ; GUPTA, RANGAN ; Nyakabawo, Wendy.
    In: Working Papers.
    RePEc:pre:wpaper:201817.

    Full description at Econpapers || Download paper

  30. Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201815.

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  31. Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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  32. HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229.

    Full description at Econpapers || Download paper

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  30. The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A.
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  31. Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang.
    In: Economic Modelling.
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  32. Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade ; Marco, Chi Keung.
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