Browsing by Author "Vishwakarma, Vijay Kumar"

Browsing by Author "Vishwakarma, Vijay Kumar"

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    Modeling the Canadian real estate market 
    Vishwakarma, Vijay Kumar (Atlantic Schools of Business, 2012)
    This research examines the relationships between the Canadian real estate market and macroeconomic variables. Using vector autoregressive models and Granger causality tests, the study finds the Canadian real estate market ...

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    Time-varying equity index and bond market premia in China 
    Li, Wei-Xuan; Vishwakarma, Vijay Kumar (Atlantic Schools of Business, 2010)
    This study finds time-varying risk premia for Shanghai and Shenzhen composite indices and T-bills in China. We use Bollerslev, Engle, and Wooldridge’s (1988) multivariate GARCH in mean to estimate the time-varying risk ...