Foreign property shocks and the impact on domestic securitized real estate markets : an unobserved components approach
Year of publication: |
2007
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Authors: | Wilson, Patrick James ; Stevenson, Simon ; Zurbruegg, Ralf |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 34.2007, 3, p. 407-424
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Subject: | Immobilienfonds | Real estate fund | Immobilienmarkt | Real estate market | Marktintegration | Market integration | Kointegration | Cointegration | Schock | Shock | USA | United States | Großbritannien | United Kingdom | Niederlande | Netherlands | Australien | Australia | 1990-2005 |
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