A truly global crisis? : evidence from contagion dependence across international REIT markets
Year of publication: |
2021
|
---|---|
Authors: | Huang, MeiChi ; Wu, Chu-Hua ; Cheng, I-Shan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-12
|
Subject: | Bivariate Markov-switching model | Bust regime | Contagion | Real Estate Investment Trusts (REITs) | Subprime crisis | Immobilienfonds | Real estate fund | Finanzkrise | Financial crisis | Welt | World | Ansteckungseffekt | Contagion effect |
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