Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
David Michayluk, Patrick J. Wilson and Ralf Zurbruegg
| Year of publication: |
2006
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|---|---|
| Authors: | Michayluk, David ; Wilson, Patrick James ; Zurbruegg, Ralf |
| Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 34.2006, 1, p. 109-131
|
| Subject: | Immobilienfonds | Real estate fund | Börsenkurs | Share price | Preisindex | Price index | Informationsverbreitung | Information dissemination | Volatilität | Volatility | USA | United States | Großbritannien | United Kingdom | Korrelation | Correlation | 2000-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003325677