Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
Year of publication: |
2013
|
---|---|
Authors: | Liow, Kim ; Chen, Wei |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 47.2013, 2, p. 370-390
|
Publisher: |
Springer |
Subject: | Asia-Pacific real estate securities markets | Price convergence | Volatility convergence | GARCH co-integration | Portfolio diversification | Global financial crisis |
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