Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
Year of publication: |
2002-10-01
|
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Authors: | Wilson, Pat ; Zurbruegg, Ralf ; Gerlach, Richard |
Institutions: | Finance Discipline Group, Business School |
Subject: | cointegration | structural breaks | asian financial crisis | real estate markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published as: Zurbruegg, R., Wilson, P. and Gerlach, R., 2006, "Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets", Journal of International Money and Finance, 25(6), 974-991. Number 121 |
Classification: | G15 - International Financial Markets ; F30 - International Finance. General ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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