Spillover risks in REITs and other asset markets
Ming-Chu Chiang, Tien Foo Sing, I-Chun Tsai
| Year of publication: |
May 2017
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| Authors: | Chiang, Ming-Chu ; Sing, Tien Foo ; Tsai, I-Chun |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 54.2017, 4, p. 579-604
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| Subject: | Systematic risk | Total return spillovers | Net return spillovers | Own return-spillovers | Asset returns | REITs | Stock | Real estate | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Immobilienfonds | Real estate fund | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Finanzmarkt | Financial market | Immobilien |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-015-9545-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797681