Focal Interest
Focal Interest

Financial market

  1. European housing markets mediate monetary policy effects
    Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.
  2. REIT models differ between income and asset-value approaches
    Comparative analysis of income-driven and NAV-driven REIT approaches in developed markets with assessment of organizational frameworks for Ukrainian real estate market development.
  3. Latin American markets showed resilience after corruption scandals
    Event study analysis of political corruption scandal impacts on Latin American CDS and EMBI spreads 2017-2020, examining market resilience and implications for institutional governance.
  4. Geopolitical risk tweets predicted some market changes
    Multilingual Twitter sentiment analysis reveals geopolitical risk measures predict financial market movements during Ukraine War using Granger causality across 39 assets in seven languages.