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Regional and global contagion in real estate investment trusts : the case of the financial crisis of 2007 - 2009
Milunovich, George; Trück, Stefan - In: Journal of property investment & finance 31 (2013) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10009723516
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Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
Michayluk, David; Wilson, Patrick James; Zurbruegg, Ralf - In: Real estate economics : journal of the American Real … 34 (2006) 1, pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
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The nature of listed real estate companies : property or equity market?
Morawski, Jaroslaw; Rehkugler, Heinz; Füss, Roland - 2007
Persistent link: https://www.econbiz.de/10003434984
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What determines stock price synchronicity in REITs?
Chung, Richard; Fung, Scott; Shilling, James D.; … - In: The journal of real estate finance and economics 43 (2011) 1/2, pp. 73-98
Persistent link: https://www.econbiz.de/10009302941
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The role of correlated trading in setting REIT prices
Chiang, Kevin C. H.; Lee, Ming-long - In: The journal of real estate finance and economics 41 (2010) 3, pp. 320-338
Persistent link: https://www.econbiz.de/10009297672
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The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang; Chen, Mei-Ping; Huang, Chun-Chie - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
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Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
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Korrelationsanalyse europäischer indirekter Immobilienanlagen
Tegtmeier, Lars - In: Corporate finance / Biz 4 (2013) 2, pp. 61-67
Persistent link: https://www.econbiz.de/10009717140
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The correlation and contagion effect between us reits and Japan reits : based on the ARMAX-GJR-GARCH-copula models
Peng, Miin-yu; Lee, Wo-chiang - 2013
The article discuss the relationship between US REITs and Japan REITs. In empirical study, we apply five static ARMAX-GJR-GARCH copula models and two time-varying dynamic copula models. The results show that the kendall tau is lower before the submortgage crisis. The contagion effect test...
Persistent link: https://www.econbiz.de/10009788557
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Time-varying correlation between stock market returns and real estate returns
Heaney, Richard A.; Sriananthakumar, Sivagowry - In: Journal of empirical finance 19 (2012) 4, pp. 583-594
Persistent link: https://www.econbiz.de/10009615660