Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Year of publication: |
2004
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Authors: | Payne, James E. ; Sahu, Anandi Prasad |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 28.2004, 2, p. 198-210
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Subject: | Immobilienmarkt | Real estate market | Gewerbeimmobilien | Commercial real estate | Aktienmarkt | Stock market | Schock | Shock | Kointegration | Cointegration | Schätzung | Estimation | USA | United States | Welt | World | Random Walk | Random walk | 1980-1997 |
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