The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia
Hao Fang, Yen-Hsien Lee, Jen-Sin Lee, Wei-Jui Chen
| Year of publication: |
2017
|
|---|---|
| Authors: | Fang, Hao ; Lee, Yen-Hsien ; Lee, Jen-Sin ; Chen, Wei-Jui |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 3, p. 173-188
|
| Subject: | REITs | STVECM | structural break co-integration | nonlinear Granger causality | Immobilienfonds | Real estate fund | USA | United States | Australien | Australia | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Strukturbruch | Structural break | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011873143