Does the jump risk in the US market matter for Japan and Hong Kong? : an investigation on the REIT market
Chi-Wei He, Kuang-Liang Chang, Yung-Jang Wang
| Year of publication: |
2020
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|---|---|
| Authors: | He, Chi-Wei ; Chang, Kuang-Liang ; Wang, Yung-Jang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-8
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| Subject: | Idiosyncratic jump risk | Securitized real estate markets | Systematic jump risk | Japan | Hongkong | Hong Kong | Immobilienfonds | Real estate fund | USA | United States | Volatilität | Volatility | Immobilienmarkt | Real estate market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436527