Futures trading, spot price volatility and market efficiency : evidence from European real estate securities futures
Chyi Lin Lee; Simon Stevenson; Ming-Long Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Chyi Lin ; Stevenson, Simon ; Lee, Ming-long |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 48.2014, 2, p. 299-322
|
| Subject: | Real estate securities futures | GARCH | Volatility | Hedging effectiveness and Europe | Volatilität | Hedging | Europa | Europe | ARCH-Modell | ARCH model | Derivat | Derivative | EU-Staaten | EU countries | Schätzung | Estimation | Immobilienwirtschaft | Real estate industry | Effizienzmarkthypothese | Efficient market hypothesis | Immobilienmarkt | Real estate market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010396121