Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence
Year of publication: |
March 2019
|
---|---|
Authors: | Liow, Kim Hiang ; Zhou, Xiaoxia ; Li, Qiang ; Huang, Yuting |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 1/16, p. 1-23
|
Subject: | wavelet coherence and phase difference | rolling wavelet correlation | multiresolution analysis | contagion | securitized real estate and local stock markets | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Verbriefung | Securitization | Immobilienfonds | Real estate fund | Börsenkurs | Share price | Korrelation | Correlation | Immobilienmarkt | Real estate market | Schätzung | Estimation |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12010016 [DOI] hdl:10419/238937 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Time-varying correlation between stock market returns and real estate returns
Heaney, Richard A., (2012)
-
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu, (2017)
-
Hui, Eddie Chi Man, (2018)
- More ...
-
Liow, Kim Hiang, (2019)
-
Is housing the business cycle? : a multiresolution analysis for OECD countries
Huang, Yuting, (2020)
-
Co-Movements and Systematic Risk of Asian Securitized Real Estate Markets : A Wavelet Analysis
Liow, Kim Hiang, (2017)
- More ...