Browsing Economic and Management Sciences by UP Author "Lesame, Keagile"

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Herding in international REITs markets around the COVID-19 pandemic

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 ...
High-frequency volatility forecasting of US housing markets

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 ...
On the dynamics of international real-estate-investment trust-propagation mechanisms : evidence from time-varying return and volatility connectedness measures

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 1-3 of 3

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