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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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A time-varying perspective on the CAPM and downside betas
Tsai, Hsiu-Jung; Chen, Ming Chieh; Yang, Chih-Yuan - In: International review of economics & finance : IREF 29 (2014), pp. 440-454
Persistent link: https://www.econbiz.de/10010432321
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Time-varying betas of US REITs from 1972 to 2013
Sing, Tien-foo; Tsai, I-Chun; Chen, Ming-Chi - In: The journal of real estate finance and economics 52 (2016) 1, pp. 50-72
Persistent link: https://www.econbiz.de/10011591419