Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Jian ; Zhou, Yinggang ; Leung, Wai |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 2, p. 491-521
|
| Publisher: |
Springer |
| Subject: | CMBS | REITs | Dynamic conditional correlation | Macroeconomic variables |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866900