Transitory and permanent shock transmissions between real estate investment trusts and other assets: evidence from time-frequency decomposition and machine learning

Geoffrey M Ngene; Jinghua Wang

Transitory and permanent shock transmissions between real estate investment trusts and other assets: evidence from time-frequency decomposition and machine learning

Geoffrey M Ngene
, Jinghua Wang

Accounting and Finance

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	539--573
Journal	Accounting & Finance
Volume	64
Issue number	1
State	Published - 2024

Cite this

@article{5f8d8e63ced2434883dcdb24c444e620,

title = "Transitory and permanent shock transmissions between real estate investment trusts and other assets: evidence from time-frequency decomposition and machine learning",

author = "Ngene, \{Geoffrey M\} and Jinghua Wang",

year = "2024",

language = "English",

volume = "64",

pages = "539----573",

journal = "Accounting \& Finance",

number = "1",

}