Zobrazeno 1 - 10
of 46
pro vyhledávání: '"N. Kundan Kishor"'
Autor:
N. Kundan Kishor
Publikováno v:
Journal of European Real Estate Research. 15:311-331
PurposeThis study aims to know to what extent do the commercial and residential estate markets move together in different economies? Do the shocks originating in one of these markets spillover to the other markets?Design/methodology/approachThe autho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f80f9d305341e41a3aa739e2b47c40d
https://doi.org/10.1108/jerer-07-2021-0037
https://doi.org/10.1108/jerer-07-2021-0037
Autor:
Salome Giorgadze, N. Kundan Kishor
Publikováno v:
Economics of Transition and Institutional Change. 30:135-158
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc68e2f5136408658366394a181a4b6b
https://doi.org/10.1111/ecot.12301
https://doi.org/10.1111/ecot.12301
Autor:
N. Kundan Kishor
Publikováno v:
Journal of Property Research. 37:289-307
This paper provides a modelling framework to examine the very low correlation at short horizons and high correlation at long horizons between private and public commercial real estate returns. For ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4203b2aca97b91fc0f0c9b2ff22195a9
https://doi.org/10.1080/09599916.2020.1794936
https://doi.org/10.1080/09599916.2020.1794936
Autor:
Vipul Bhatt, N. Kundan Kishor
Publikováno v:
Finance Research Letters. 50:103203
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::162be4d8afc242e85a09841a9ecb0b77
https://doi.org/10.1016/j.frl.2022.103203
https://doi.org/10.1016/j.frl.2022.103203
Publikováno v:
Oxford Bulletin of Economics and Statistics. 82:257-284
In this paper, we revisit the issue of excess sensitivity of consumption to income and address the weak instrument problem that is well documented in this literature. Using quarterly data for the US economy, we first highlight the weak instrument pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::664d478e77d42139bc36360a9f12435d
https://doi.org/10.1111/obes.12333
https://doi.org/10.1111/obes.12333
Publikováno v:
Journal of Banking & Finance. 138:105894
This paper develops a new measure of comovement in the banking sector that takes into account the dynamic nature of interlinkages in the return on assets (ROA) and net chargeoffs (NCO) among different bank holding corporations by using a dynamic fact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7af3574df1358a8df2b4a4be5e61204
https://doi.org/10.1016/j.jbankfin.2020.105894
https://doi.org/10.1016/j.jbankfin.2020.105894
Publikováno v:
SSRN Electronic Journal.
We examine the local demand channel hypothesis of the housing market that predicts a larger response of employment in the non-tradable sector to house price shocks than employment in the tradable sector using state-level monthly data from 1990:M1-201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47aa5682676696d2d645ef18db8dc173
https://doi.org/10.2139/ssrn.3881493
https://doi.org/10.2139/ssrn.3881493
Autor:
Vipul Bhatt, N. Kundan Kishor
Publikováno v:
SSRN Electronic Journal.
In this paper we examine house price synchronization in 15 global cities using real house price data from 1995:Q1-2020:Q2. We find that although there is evidence for bilateral positive phase synchronization, there is no evidence for an integrated gl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae62a32ca6a5fcc25a9a59a08b29e10b
https://doi.org/10.2139/ssrn.3826319
https://doi.org/10.2139/ssrn.3826319
Publikováno v:
The European Journal of Finance. 25:395-414
In this paper, we investigate the short-run and the long-run relationship among the financial assets of the money market funds, the commercial paper, and the repurchase agreement markets by undertaking a cointegration analysis of quarterly data over
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9dc26dcddd4336dee5008b01aefeb431
https://doi.org/10.1080/1351847x.2018.1522359
https://doi.org/10.1080/1351847x.2018.1522359
Publikováno v:
Journal of Economic Dynamics and Control. 82:206-222
This paper examines the dynamics of long term sovereign bond yields for 21 OECD countries. Following Del Negro and Otrok (2008), we estimate a dynamic factor model, with time varying parameters and stochastic volatility, that decomposes the observed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::223a06003a82e662586ce2941ec6f2e5
https://doi.org/10.1016/j.jedc.2017.06.008
https://doi.org/10.1016/j.jedc.2017.06.008