Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Hardik A. Marfatia"'
Publikováno v:
Journal of Forecasting. 41:383-404
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::836b58f9b2c86f2a9e94e0d49e4ead18
https://doi.org/10.1002/for.2811
https://doi.org/10.1002/for.2811
Publikováno v:
Scottish Journal of Political Economy. 69:283-300
This paper explores stock market sectoral connectedness for the emerging market economy of India. We use the time-varying parameter vector autoregressive dynamic connectedness of Antonakakis and Gabauer (2017). Results show that the stock market sect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ace698da758d3f72eb5288f0d121740
https://doi.org/10.1111/sjpe.12291
https://doi.org/10.1111/sjpe.12291
Publikováno v:
The Quarterly Review of Economics and Finance. 80:159-169
In this paper, we assess the dynamic impact of the U.S. monetary policy announcements on oil market futures returns and volatility. We use intra-day data for West Texas Intermediate (WTI) oil futures together with a time-varying modeling approach to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf5ba6ef110d4fa4957d4aa515012ca0
https://doi.org/10.1016/j.qref.2021.02.002
https://doi.org/10.1016/j.qref.2021.02.002
Publikováno v:
The Journal of Real Estate Finance and Economics. 64:523-545
We analyze the role of macroeconomic uncertainty in predicting synchronization in housing price movements across all the United States (US) states plus District of Columbia (DC). We first use a Bayesian dynamic factor model to decompose the house pri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35d59d504b12e1d04e9a75b2c4cc4621
https://doi.org/10.1007/s11146-020-09813-1
https://doi.org/10.1007/s11146-020-09813-1
Publikováno v:
Journal of Behavioral Finance. 23:189-209
Sentiment indicators have long been closely monitored by economic forecasters, notably to predict short-term moves in consumption and investment. Recently, housing sentiment indices have been devel...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7701eebbb0088cb621f236885e96a74
https://doi.org/10.1080/15427560.2020.1865354
https://doi.org/10.1080/15427560.2020.1865354
Publikováno v:
International Review of Economics & Finance. 70:303-320
This paper examines the effect of fiscal policy on financial markets over a long span of 125 years. Unlike existing studies that mainly focus on monetary policy shocks and model-based identification of fiscal policy shocks, we use a time-varying para
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de9f88b01077b05da2d0a6915edaaa69
https://doi.org/10.1016/j.iref.2020.07.011
https://doi.org/10.1016/j.iref.2020.07.011
Autor:
Hardik A. Marfatia
Publikováno v:
Empirical Economics. 61:1189-1223
We take a practical approach to model the forward-looking monetary policy rule. Unlike existing studies, we recognize that the forward-looking components—future inflation and output growth—are intrinsically unobserved at the time policy formulati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f1e69fb73df764e0ebb94125cff507e9
https://doi.org/10.1007/s00181-020-01910-7
https://doi.org/10.1007/s00181-020-01910-7
Publikováno v:
Energy Economics. 117:106466
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2b04600109782107a9b17574152ad07
https://doi.org/10.1016/j.eneco.2022.106466
https://doi.org/10.1016/j.eneco.2022.106466
Publikováno v:
Research in International Business and Finance. 64:101830
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::385549bf02661ad181f7467edfc0e732
https://doi.org/10.1016/j.ribaf.2022.101830
https://doi.org/10.1016/j.ribaf.2022.101830
Publikováno v:
Journal of Risk and Financial Management, Vol 14, Iss 429, p 429 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 9
Journal of Risk and Financial Management
Volume 14
Issue 9
In this paper, we estimate the dynamic impact of unconventional monetary policy in the US on international REITs. Unlike existing studies which are limited to conventional policy tools and undertake a static approach, we use an event study approach a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ee59573f3863d836e53869f2d47a4b0
https://www.mdpi.com/1911-8074/14/9/429
https://www.mdpi.com/1911-8074/14/9/429