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Correlation dynamics and determinants in international securitized real estate markets

Liow, Kim Hiang; Zhou, Xiaoxia; Ye, Qing - In: Real estate economics : journal of the American Real … 43 (2015) 3, pp. 537-585

Persistent link: https://www.econbiz.de/10011349353

Regime dependent volatilities and correlation in international securitized real estate markets

Liow, Kim Hiang; Ye, Qing - In: Empirica : journal of european economics 45 (2018) 3, pp. 457-487

Persistent link: https://www.econbiz.de/10012031221

Long-term memory in volatility : some evidence from international securitized real estate markets

Liow, Kim Hiang - In: The journal of real estate finance and economics 39 (2009) 4, pp. 415-438

Persistent link: https://www.econbiz.de/10003899869

International direct real estate market linkages : evidence from time-varying correlation and cointegration tests

Liow, Kim Hiang - In: Journal of real estate literature : a publication of … 18 (2010) 2, pp. 283-312

Persistent link: https://www.econbiz.de/10009157806

Co-movements and correlations across Asian securitized real estate and stock markets

Liow, Kim Hiang - In: Real estate economics : journal of the American Real … 40 (2012) 1, pp. 97-129

Persistent link: https://www.econbiz.de/10009522916

The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages

Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641

Persistent link: https://www.econbiz.de/10010416248

Dynamic relationship between stock and property markets

Liow, Kim Hiang - In: Applied financial economics 16 (2006) 5, pp. 371-376

Persistent link: https://www.econbiz.de/10003289272

Corporate real estate and stock market performance

Liow, Kim Hiang - In: The journal of real estate finance and economics 29 (2004) 1, pp. 119-140

Persistent link: https://www.econbiz.de/10002103288

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10013273545

Rule Britannia! : British stock market returns, 1825 - 1870

Acheson, Graeme G.; Hickson, Charles Robert; Turner, John D. - In: The journal of economic history 69 (2009) 4, pp. 1107-1137

Persistent link: https://www.econbiz.de/10003915510

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