The impact of the global financial crisis on the co-integration relationship between Reit and stock markets : a dynamic co-integration approach
S. Aydın Yüksel, Aslı Yüksel, Ümit Erol & Hakkı Öztürk
| Year of publication: |
July 2017
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|---|---|
| Authors: | Yüksel, S. Aydın ; Yüksel, Aslı ; Erol, Umit ; Öztürk, Hakkı |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 7, p. 86-98
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| Subject: | REIT | dynamic co-integration | Johansen | global financial crisis | Finanzkrise | Financial crisis | Immobilienfonds | Real estate fund | Kointegration | Cointegration | Aktienmarkt | Stock market | Immobilienmarkt | Real estate market | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n7p86 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712440