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The convergent behavior in REIT markets
Tsai, I-chun; Lee, Cheng-feng - In: Journal of property investment & finance 30 (2012) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10009510677
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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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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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Are REITs a good shelter from financial crises? : evidence from the Asian markets
Chiang, Ming-chu; Tsai, I-chun; Sing, Tien-foo - In: Journal of property investment & finance 31 (2013) 3, pp. 237-253
Persistent link: https://www.econbiz.de/10009740838
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Contagion effects of 2011 Japan earthquake : the case of REITs markets
Wu, Ming-Che; Liau, Yung-Shi; Wang, Yung-Chang - In: The empirical economics letters : a monthly … 17 (2018) 6, pp. 757-770
Persistent link: https://www.econbiz.de/10011913446
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A DCC analysis of international stock market correlations : the role of Japan on the Asian Four Tigers
Yang, Sheng-yung - In: Applied financial economics letters 1 (2005) 2, pp. 89-93
Persistent link: https://www.econbiz.de/10002807035
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Regime-dependent synchronization of growth cycles between Japan and East Asia
Girardin, Eric - In: Asian economic papers 3 (2004) 3, pp. 147-181
Persistent link: https://www.econbiz.de/10003132464
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Calendar anomalies : the case of international property shares
Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
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The hybrid characteristic of REIT returns : evidence from Japanese and US markets
Su, Hsin-mei; Huang, Chien-ming; Pa, Tung-yueh - In: Journal of real estate literature : a publication of … 18 (2010) 1, pp. 77-98
Persistent link: https://www.econbiz.de/10003987937