G Hanania, J-P Cambou, P Guéret, L Vaur, D Blanchard, J-M Lablanche, Y Boutalbi, R Humbert, P Clerson, N Genès, N Danchin, for the USIC 2000 Investigators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...

A structural vector autoregressive (SVAR) model of real equity prices in Australia is specified to contain common shocks in international equity markets and domestic shocks in Australian financial and goods markets. Common shocks are identified through the long-run comovements of international equity markets, resulting in the model being characterized as having more shocks than variables. The e...

This paper investigates the impact of uncertainty shocks on REITs returns over a monthly period from 1972:01 to 2015:12, and sub-samples 2009:06, 2009:07 accommodate for possible effects Global Financial Crisis (GFC) unconventional monetary policy decisions. We use recently-proposed variations in price gold, around events associated with unexpected changes as an instrument identify proxy Struct...