Contagion effects of 2011 Japan earthquake : the case of REITs markets
Ming-Che Wu, Yung-Shi Liau, Yung-Chang Wang
| Year of publication: |
June 2018
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| Authors: | Wu, Ming-Che ; Liau, Yung-Shi ; Wang, Yung-Chang |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 6, p. 757-770
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| Subject: | Japanese Earthquake | Contagion Effects | REITs | Correlation Coefficients | T-GARCH model | Japan | Erdbeben | Earthquake | Immobilienfonds | Real estate fund | Korrelation | Correlation | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
| 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/10011913446