Evidence of contagion in global REITs investment
Year of publication: |
2014
|
---|---|
Authors: | Chang, Guang-Di ; Chen, Chia-Shih |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 31.2014, p. 148-158
|
Subject: | Contagion | REITs | Iterated cumulative sums of squares | Extreme value theory | Immobilienfonds | Real estate fund | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Ausreißer | Outliers | Kapitaleinkommen | Capital income | Welt | World |
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