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Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Periola-Fatunsin, Ololade ; Fasanya, Ismail O ; Oliyide, Johnson A.
In: Asian Economics Letters.
RePEc:ayb:jrnael:48.

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Cited: 7

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  1. Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde.
    In: International Review of Financial Analysis.
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  2. The Dynamics of the Impact of the Covid-19 Pandemic on Pan-Asia’s Real Estate Investment Trusts. (2023). Najib, Razali Muhammad ; Sapphira, Victor Elsa ; Mohd, Ali Hishamuddin.
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  3. On the effects of Covid-19 pandemic on stock prices: an imminent global threat. (2023). Adetokunbo, Abiodun ; Periola, Ololade ; Fasanya, Ismail.
    In: Quality & Quantity: International Journal of Methodology.
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  4. On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O.
    In: Resources Policy.
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  5. THE ECONOMIC EFFECTS OF COVID-19 MITIGATION POLICIES ON UNEMPLOYMENT AND ECONOMIC POLICY UNCERTAINTY. (2022). Sethi, Narayan ; Haldar, Anasuya.
    In: Bulletin of Monetary Economics and Banking.
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  6. Investors sentiments and the dynamic connectedness between cryptocurrency and precious metals markets. (2022). Oliyide, Johnson A ; Oyewole, Oluwatomisin J ; Fasanya, Ismail O.
    In: The Quarterly Review of Economics and Finance.
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  7. On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures. (2021). GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie ; Lesame, Keagile.
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References

References cited by this document

  1. (2011). A consistent nonparametric test for nonlinear causality—Specification in time series regression.
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  2. (2020). Redefined measures of dynamic Connectedness based on time-varying parameter vector autoregressions. J Risk Financ Manag, 13(84).
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  3. Adekoya, O. B., & Oliyide, J. A. (2020). How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. Resources Policy, 70, 101898. https://doi.org/10.1016/j.resourpol.2020.1 Akinsomi, O. (2020). How resilient are REITs to a pandemic? The COVID-19 effect. Journal of Property Investment & Finance, 39(1), 19–24. https://doi.org/1 0.1108/jpif-06-2020-0065 Antonakakis, N., Chatziantoniou, I., & Gabaur, D.

  4. Balcilar, M., Gupta, R., Kim, W. J., Kyei, C., & Wohar, M. E. (2016). Does economic policy uncertainty predict exchange rate returns and volatility? Evidence form a nonparametric causality-in-quantiles Test.

  5. Infectious Diseases-Energy Futures Nexus: A Quantile-on-Quantile Approach. Energy Research Letters, 1(4). https://doi.org/10.46557/001c.18267 Hestiawan, L., & Prijadi, R. (2020). Return spillover of Asian REITs. Indonesian Capital Market Review, 12, 93–106.
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  6. Journal of Econometrics, 165(1), 112–127. https://doi.o rg/10.1016/j.jeconom.2011.05.010 Pham, A. K. (2012). The dynamics of returns and volatility in the emerging and developed Asian REIT markets. Journal of Real Estate Literature, 20(1), 79–96. https://doi.org/10.1080/10835547.2012.120903 Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market Asian Economics Letters
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  7. Open Economics Review, 27(2), 229–250. https://doi.or g/10.1007/s11079-016-9388-x Broock, W. A., Dechert, W. D., Scheinkman, J. A., & LeBaron, B. (1996). A test for independence based on the correlation dimension. Econometric Reviews, 15(3), 197–235. https://doi.org/10.1080/0747493960880035 Fasanya, I., Oyewole, O., & Odei-Mensah, J. (2021).
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  64. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
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  65. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
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