The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Kim Hiang Liow
| Year of publication: |
2014
|
|---|---|
| Authors: | Liow, Kim Hiang |
| Published in: |
Journal of property investment & finance. - Bingley : Emerald Publishing Limited, ISSN 1463-578X, ZDB-ID 1474060-6. - Vol. 32.2014, 6, p. 610-641
|
| Subject: | Error-correction model | Correlation spillover cycle | Directional and net volatility spillovers | Dynamic conditional correlations | Greater China public property markets | Volatility spillover effects | China | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Immobilienmarkt | Real estate market | ARCH-Modell | ARCH model | Korrelation | Correlation | Aktienmarkt | Stock market | Hongkong | Hong Kong |
| Extent: | graph. Darst. |
|---|---|
| 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/10010416248