The sources of risk spillovers among US REITs : financial characteristics and regional proximity
Zeno Adams; Roland Füss; Felix Schindler
| Year of publication: |
2013 ; This version: June 2013
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|---|---|
| Authors: | Adams, Zeno ; Füss, Roland ; Schindler, Felix |
| Publisher: |
St. Gallen : School of Finance, Univ. of |
| Subject: | REITs | fundamental value | geographic diversification | information diffusion | risk spillovers | state-dependent sensitivity VaR (SDSVaR) | USA | United States | Immobilienfonds | Real estate fund | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Vergleich | Comparison | Kapitaleinkommen | Capital income | Teilstaat | State of a federation |
| Extent: | Online-Ressource (PDF-Datei: 48 S.) graph. Darst. |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen, ZDB-ID 2252526-9. - Vol. 173 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010407017