...Aviral Kumar Tiwari; Christophe André; Rangan Gupta Purpose Assessing the strength and time variation of spillovers between returns on residential real estate, real estate investment trusts (REITs), stocks and bonds in the United States. Spillovers reduce the benefits of portfolio diversification...

...Stephen Lee Purpose – The purpose of this paper is to empirically examine the effect on US stock, bond and real estate investment trust (REIT) prices triggered by the US Federal Reserve Chairman Ben Bernanke’s announcement of a possible intent to unwind, or taper, quantitative easing (QE...

... at: Author@NickFrench.org.uk © Emerald Group Publishing Limited 2015 Property Returns Bonds Benchmarks Gilts Yields There is always a lot of confusion about the calculation and use of the plethora of yields types found within the property and finance professions. It should...

... regression and vector autoregressive models to analyze the comovements over time and the lead‐lag relationship for equity returns, CDS spread changes, and bond spread changes. Findings The results provide evidence for equity returns and credit spreads of CDS and bonds being inversely related...