Are there contagion effects in the REIT market? : the case of Brexit
Year of publication: |
2021
|
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Authors: | Wu, Ming-Che ; Liau, Yung-Shi ; Wang, Yung-Chang |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 34.2021, 1,1, p. 410-426
|
Subject: | Brexit | contagion effect | REITs | correlationcoefficient | GJR-GARCHmodel | EU-Staaten | EU countries | Immobilienfonds | Real estate fund | Großbritannien | United Kingdom | Finanzkrise | Financial crisis | Börsenkurs | Share price | Ansteckungseffekt | Contagion effect |
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