- UPSpace Home
- →
- Browsing by UP Author
JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing by UP Author "Lesame, Keagile"
Now showing items 1-5 of 5
-
Marfatia, Hardik A.; Gupta, Rangan; Lesame, Keagile (MDPI, 2021-09-08)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, ...
-
Bouras, Christos; Christou, Christina; Gupta, Rangan; Lesame, Keagile (Elsevier, 2023-04)We analyze the ability of an index of mortgage default risks (MDRI) for 43 states and 20 metropolitan statistical areas (MSA) of the US derived from Google search queries, in predicting (in- and out-of-sample) housing ...
-
Lesame, Keagile; Ngene, Geoffrey M.; Gupta, Rangan; Bouri, Elie (Elsevier, 2024-01)This paper investigates whether investors in international Real Estate Investment Trusts (REITs) markets engage in herding behaviour due to the economic uncertainty induced by the COVID-19 pandemic in 2020. Using a ...
-
Segnon, Mawuli K.; Gupta, Rangan; Lesame, Keagile; Wohar, Mark E. (Springer, 2021-02)We propose a logistic smooth transition autoregressive fractionally integrated [STARFI (p, d)] process for modeling and forecasting US housing price volatility. We discuss the statistical properties of the model and ...
-
Lesame, Keagile; Bouri, Elie; Gabauer, David; Gupta, Rangan (MDPI, 2021-08-14)In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis. ...
Now showing items 1-5 of 5