Information spillovers in Hong Kong REITs and related asset markets
Jian Liu, Yan Chen, Shufei Liao, Cheng Cheng, Yongge Fu
| Year of publication: |
2023
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| Authors: | Liu, Jian ; Chen, Yan ; Liao, Shufei ; Cheng, Cheng ; Fu, Yongge |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 92.2023, p. 215-229
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| Subject: | REITs | Return spillovers | Spillover index | Volatility spillovers | Spillover-Effekt | Spillover effect | Hongkong | Hong Kong | Volatilität | Volatility | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490283