Search Results - subject:"Global REITs"

Exploring a three-factor dependence structure of conditional volatilities: Some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10014332435

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

Persistent link: https://www.econbiz.de/10013273545

On the global integration of REITs market returns: A multiresolution analysis

Ijasan, Kola; Tweneboah, George; Omane-Adjepong, Maurice; … - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-18

diversification opportunities at the latter scales. The finding also signifies that global REITs linkages increases with investment …

Persistent link: https://www.econbiz.de/10014001444

On the global integration of REITs market returns : a multiresolution analysis

Ijasan, Kola; Tweneboah, George; Omane-Adjepong, Maurice; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-18

diversification opportunities at the latter scales. The finding also signifies that global REITs linkages increases with investment …

Persistent link: https://www.econbiz.de/10014232756

Examining cross-border comovements of REITs around the world

Alhassan, Abdulrahman; Johnson, Mark A.; Naka, Atsuyuki - In: Journal of real estate research : JRER ; a publication … 43 (2021) 3, pp. 290-316

Persistent link: https://www.econbiz.de/10012696748