This paper focuses on evidence on securitized real estate markets as it investigates the volatility spillovers and correlation dynamics among the three real estate securities markets: China, Hong Kong and Taiwan in Greater China (GC) as well as their international linkages with the US...

This paper focuses on securitized real estate markets. It investigates simultaneously the effects of volatility spillover and conditional correlation on the cross-market relationships among three real estate securities markets, Mainland China, Hong Kong, and Taiwan in Greater China (GC), as well...

The significant economic development of China in recent years has seen a major contribution by both the direct and indirect real estate markets in China to this enhanced international economic status, with potential investment opportunities for international real estate investors in both of...

In the aftermath of the COVID-19 pandemic, non-core investments are gaining traction amongst institutional investors due to the shifting preference towards investment vehicles that position higher on the risk-return curve. Non-listed value-add real estate funds in Japan are one such vehicle....