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  • Search: subject:"Multivariate Asymmetric DCC-GARCH"
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Year of publication
Subject
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International Stock Markets 3 Multivariate Asymmetric DCC-GARCH 3 Return Convergence 3 Return and Volatility Causality 3 Securitized Real Estate Markets 3 Time-Varying Integration 3
Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2 Undetermined 1
Author
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Liow, Kim Hiang 3 Schindler, Felix 3
Institution
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Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
Published in...
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ZEW Discussion Papers 2 International Real Estate Review 1
Source
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RePEc 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
An Assessment of the Relationship between Public Real Estate and Stock Markets at the Local, Regional, and Global Levels
Liow, Kim Hiang; Schindler, Felix - In: International Real Estate Review 17 (2014) 2, pp. 157-202
The primary contribution of this study is to comprehensively assess whether public real estate and stock markets are linked at the local, regional, and global levels, and assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs...
Persistent link: https://www.econbiz.de/10010827887
Saved in:
Cover Image
An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
Liow, Kim Hiang; Schindler, Felix - 2011
The primary contribution of this study is to assess whether public real estate markets and stock markets are linked at the local, regional, and global levels, and to assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs of...
Persistent link: https://www.econbiz.de/10010306608
Saved in:
Cover Image
An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
Liow, Kim Hiang; Schindler, Felix - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2011
The primary contribution of this study is to assess whether public real estate markets and stock markets are linked at the local, regional, and global levels, and to assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs of...
Persistent link: https://www.econbiz.de/10009323190
Saved in:
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