Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis
Year of publication: |
2010
|
---|---|
Authors: | Elyasiani, Elyas ; Mansur, Iqbal ; Wetmore, Jill |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 40.2010, 1, p. 89-107
|
Publisher: |
Springer |
Subject: | Financial institutions | Real-estate | REITs | Bivariate GARCH |
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