general stock market returns using international data for the U.S., U.K., and Australia. In contrast to previous research …

three major Asian-Pacific REIT markets: Australia, Japan and Singapore. Our empirical results indicate that sponsored REITs …

The article discuss the relationship between US REITs and Japan REITs. In empirical study, we apply five static ARMAX … submortgage crisis. The contagion effect test exhibits the US submortgate crisis will affect Japan REITs. Last, no matter the …

empirical results show that the co-movement effect on Taiwan's industrial portfolios returns are affected by “global,” “regional …,” and “domestic” factors. Additionally, in the subprime mortgage crisis period, the contagion effect of Taiwan's industrial … portfolios returns was affected by the domestic and crisis factor. Based on our empirical study, the transmission of Taiwan …

forecasting implications are also considered. Empirical analyses are conducted using data for the U.S., the U.K., and Australia …