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Securitisation of derivatives and alternative asset classes : yearbook 2005
Vries Robbé, Jan Job de (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002875275
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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
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Increasing convergence between US and international securitized property markets : evidence based on cointegration tests
Yunus, Nafeesa - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10008656988
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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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Time dependent behavior of the Asian and the US REITs around the subprime crisis
Chang, Chien-yun; Chou, Jian-Hsin; Fung, Hung-gay - In: Journal of property investment & finance 30 (2012) 3, pp. 282-303
Persistent link: https://www.econbiz.de/10009553700
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Multiple regimes and volatility transmission in securitized real estate markets
Liow, Kim Hiang; Chen, Zhiwei; Liu, Jingran - In: The journal of real estate finance and economics 42 (2011) 3, pp. 295-328
Persistent link: https://www.econbiz.de/10009303113
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Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
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An econometric analysis on REITs cycles in Hong Kong, Japan, the US and the UK
Li, Rita Yi Man; Chau, K. W. - In: Econometric analyses of international housing markets, (pp. 163-179). 2016
Persistent link: https://www.econbiz.de/10011507533
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Tail dependence in international real estate securities markets
Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151
Persistent link: https://www.econbiz.de/10009581759