Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
Year of publication: |
2013
|
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Authors: | Hoesli, Martin |
Other Persons: | Kustrim, Reka (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Immobilienmarkt | Real estate market | Spillover-Effekt | Spillover effect | Verbriefung | Securitization | Ansteckungseffekt | Contagion effect | Großbritannien | United Kingdom | Australien | Australia |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Real Estate Finance and Economics, Vol. 47, No. 1, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2013 erstellt Volltext nicht verfügbar |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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