Showing 1 - 10 of 2,974
Persistent link: https://www.econbiz.de/10000728132
Persistent link: https://www.econbiz.de/10000718465
Persistent link: https://www.econbiz.de/10003621584
Persistent link: https://www.econbiz.de/10003661263
Persistent link: https://www.econbiz.de/10009422333
Persistent link: https://www.econbiz.de/10011967222
Persistent link: https://www.econbiz.de/10013540136
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/10009157806
Persistent link: https://www.econbiz.de/10008758759