Spillover risks in REITs and other asset markets
Year of publication: |
May 2017
|
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Authors: | Chiang, Ming-Chu ; Sing, Tien-foo ; Tsai, I-Chun |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 54.2017, 4, p. 579-604
|
Subject: | Systematic risk | Total return spillovers | Net return spillovers | Own return-spillovers | Asset returns | REITs | Stock | Real estate | Spillover-Effekt | Spillover effect | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM | Börsenkurs | Share price |
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