Real estate global beta and spillovers : an international study
Year of publication: |
December 2016
|
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Authors: | Liow, Kim Hiang ; Newell, Graeme |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 297-313
|
Subject: | Real estate global beta | Financial crises | Beta spillovers | Dynamic conditional correlations | Public real estate markets | Global stock market | Spillover-Effekt | Spillover effect | Betafaktor | Beta risk | Immobilienmarkt | Real estate market | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | CAPM |
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