Please use this identifier to cite or link to this item: http://hdl.handle.net/10263/7082
Full metadata record
DC FieldValueLanguage
dc.contributor.authorDas, Mahamitra-
dc.date.accessioned2020-12-10T09:57:03Z-
dc.date.available2020-12-10T09:57:03Z-
dc.date.issued2017-07-
dc.identifier.citation129p.en_US
dc.identifier.urihttp://hdl.handle.net/10263/7082-
dc.descriptionThesis is under the supervision of Prof. Nityananda Sarkaren_US
dc.language.isoenen_US
dc.publisherIndian Statistical Institute, Kolkataen_US
dc.relation.ispartofseriesISI, Ph. D Thesis;TH458-
dc.subjectEconomicsen_US
dc.subjectMacroeconomicsen_US
dc.subjectMonetary Policyen_US
dc.titleModeling 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 UKen_US
dc.typeThesisen_US
Appears in Collections:Theses

Files in This Item:
File Description SizeFormat 
Revised Thesis_Mahamitra-convo-2019.pdf1.35 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.