Das, Mahamitra and Kundu, Srikanta and Sarkar, Nityananda (2019): Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model.
Das, Mahamitra and Sarkar, Nityananda (2019): Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK.
Das, Mahamitra and Sarkar, Nityananda (2017): Re-investigating the anomalous relationship between inflation and equity REIT returns: A regime-switching approach.
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