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

Das, Mahamitra2020-12-102020-12-102017-07129p.http://hdl.handle.net/10263/7082Thesis is under the supervision of Prof. Nityananda SarkarenEconomicsMacroeconomicsMonetary PolicyModeling 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 UKThesis