Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyas Elyasiani; Iqbal Mansur; Jill L. Wetmore
| Year of publication: |
2010
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|---|---|
| Authors: | Elyasiani, Elyas ; Mansur, Iqbal ; Wetmore, Jill L. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 40.2010, 1, p. 89-107
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| Subject: | Kapitaleinkommen | Capital income | Finanzsektor | Financial sector | Immobilienfonds | Real estate fund | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | 1972-2004 |
| 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/10003947939