Return and co-movement of major public real estate markets during global financial crisis : a frequency domain approach
Kim Hiang Liow and Shao Yue Angela
| Year of publication: |
2017
|
|---|---|
| Authors: | Liow, Kim Hiang ; Angela, Shao Yue |
| Published in: |
Journal of property investment & finance. - Bingley : Emerald Publishing Limited, ISSN 1463-578X, ZDB-ID 1474060-6. - Vol. 35.2017, 5, p. 489-508
|
| Subject: | Global financial crisis | Contagion | Frequency domain | Co-movement | Public real estate markets | Volatility spectra | Finanzkrise | Financial crisis | Immobilienmarkt | Real estate market | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JPIF-01-2017-0002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781027