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Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe.
In: Working Papers.
RePEc:pre:wpaper:201947.

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

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  2. Monetary spillovers and real exchange rate misalignments in emerging markets. (2020). Goyal, Ashima ; Banerjee, Krittika.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2020-030.

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  3. Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Wang, Peiwan ; Zong, LU.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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References

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  2. André, C., Bonga-Bonga, L., Gupta, R. and Muteba Mwamba, J.W. (2017). Economic policy uncertainty, U.S. real housing returns and their volatility: a nonparametric approach. Journal of Real Estate Research, 39(4), 493–513.
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