Extreme Dependence between Public Real Estate and Stock Markets: Some Asia-Pacific Evidence
Year of publication: |
2013
|
---|---|
Authors: | Liow, Kim Hiang ; Lee, Zhuo |
Published in: |
International Real Estate Review. - Asian Real Estate Society. - Vol. 16.2013, 2, p. 147-165
|
Publisher: |
Asian Real Estate Society |
Subject: | Extreme dependence | Tail dependence coefficient | Dynamic conditional correlation | Correlation coefficient | Securitized real estate markets | Stock markets |
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