Similar Search Results

Narrow search

Interactions between equity REITs and S&P 500 returns

Rahman, A. K. M. Matiur - In: International journal of economics and financial issues … 14 (2024) 3, pp. 206-211

Persistent link: https://www.econbiz.de/10014631808

Korrelation und Kointegration : Eignung für Portfoliostrategien am Beispiel verbriefter Immobilienanlagen

Hübner, Roland - 1999

Persistent link: https://www.econbiz.de/10013421139

Do preferred REITs have portfolio enhancement attributes? : an empirical investigation

Anderson, Randy I.; Guirguis, Hany S.; Loviscek, Anthony L. - In: The journal of real estate finance and economics 67 (2023) 4, pp. 656-672

Persistent link: https://www.econbiz.de/10014444092

Dynamic Correlations Among Classes : REIT and Stock Returns

Case, Brad - 2012

We use the Dynamic Conditional Correlation model with Generalized Autoregressive Conditional Heteroskedasticity (DCC …-GARCH) developed by Engle (2002) to examine dynamics in the correlation of returns between publicly traded REITs and non-REIT stocks …

Persistent link: https://www.econbiz.de/10013110331

Is real estate considered a safe asset in East Asia?

Yang, Yiyun; Chen, Leyi - In: Applied economics letters 29 (2022) 7, pp. 604-614

Persistent link: https://www.econbiz.de/10013170997

The exchange rate-interest differential relationship in six East Asian countries

Bautista, Carlos C. - In: Economics letters 92 (2006) 1, pp. 137-142

Persistent link: https://www.econbiz.de/10003336534

Transmission of the global financial crisis to the East Asian equity markets

Tran Phuong Thao; Daly, Kevin James; Ellis, Craig - In: International journal of economics and finance 5 (2013) 5, pp. 171-183

Persistent link: https://www.econbiz.de/10009747365

Common features in East Asian stock markets : long-term and short-term comovements between China and Korea

Lee, Hahn-shik; Kim, Soo In - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10010199698

Correlation dynamics in east Asian financial markets

Lestano, Lestano; Kuper, Gerard H. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 382-399

Persistent link: https://www.econbiz.de/10011562458

The co-movement of stock markets in East Asia : did the 1997 - 1998 Asian financial crisis really strengthen stock market integration?

Huyghebaert, Nancy; Wang, Lihong - In: China economic review : an international journal 21 (2010) 1, pp. 98-112

Persistent link: https://www.econbiz.de/10009270226

A service of the

zbw