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The impact of stock price and interest rate on the REIT market in Japan

Ito, Takayasu - In: International journal of business 18 (2013) 4, pp. 359-369

Persistent link: https://www.econbiz.de/10010197903

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 … submortgage crisis. The contagion effect test exhibits the US submortgate crisis will affect Japan REITs. Last, no matter the …

Persistent link: https://www.econbiz.de/10009788557

Are REITs more resilient than non-REITs? : evidence from natural experiments

Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012940111

Debt raising and refinancing by Japanese REITs : information content in a credit crunch

Tang, Cheng Keat; Mori, Masaki; Ong, Seow-eng; Ooi, … - In: The journal of real estate finance and economics 53 (2016) 2, pp. 141-161

Persistent link: https://www.econbiz.de/10011647478

The impacts of the 2008 and 2011 crises on the Japan REIT market

Miyakoshi, Tatsuyoshi; Shimada, Junji; Li, Kui-wai - In: Journal of the Japanese and international economies : … 41 (2016), pp. 30-40

Persistent link: https://www.econbiz.de/10011705899

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

Who has more influence on Asian stock markets around the subprime mortgage crisis : the US or China?

Nieh, Chien-chung; Yang, Chao-hsiang; Kao, Yu-sheng - In: Applied economics letters 19 (2012) 4/6, pp. 329-335

Persistent link: https://www.econbiz.de/10009630208

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

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

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

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