Showing 1 - 10 of 12,959
Persistent link: https://www.econbiz.de/10002964945
Persistent link: https://www.econbiz.de/10000045521
Persistent link: https://www.econbiz.de/10000800628
Persistent link: https://www.econbiz.de/10000697884
Persistent link: https://www.econbiz.de/10003820924
Persistent link: https://www.econbiz.de/10008903571
This paper analyzes the relationships between local and global securitized real estate markets, but also between securitized real estate and common stock markets. First, the volatility transmissions across markets are examined using an asymmetric t-BEKK (Baba-Engle-Kraft-Kroner) specification of...
Persistent link: https://www.econbiz.de/10008797759
Persistent link: https://www.econbiz.de/10009153233