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Regime shifts in Asian equity and real estate markets
Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: Real estate economics : journal of the American Real … 30 (2002) 2, pp. 263-291
Persistent link: https://www.econbiz.de/10001683045
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An examination of the Asian crisis : regime shifts in currency and equity markets
Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: The journal of business : B 78 (2005) 1, pp. 169-211
Persistent link: https://www.econbiz.de/10002827622
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Currency jumps, cojumps and the role of macro news
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: Journal of international money and finance 40 (2014), pp. 42-62
Persistent link: https://www.econbiz.de/10010240008
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Persistence in the return and volatility of home price indices
Elder, John; Villupuram, Sriram - In: Applied financial economics 22 (2012) 22/24, pp. 1855-1868
Persistent link: https://www.econbiz.de/10009719326