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Linkages between office markets in Europe : a volatility spillover perspective

Liow, Kim Hiang; Schindler, Felix - In: Journal of property investment & finance 35 (2017) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011628148

Linkages between office markets in Europe: a volatility spillover perspective

Liow, Kim Hiang; Schindler, Felix - In: Journal of Property Investment & Finance 35 (2017) 1, pp. 3-25

Purpose Using a data set comprising 16 European office markets provided by the DTZ Research Institute from Q1 2003 to Q4 2013, the purpose of this paper is to measure the strength of the unconditional transmission of volatility in the returns to direct property between 16 European office markets...

Persistent link: https://www.econbiz.de/10014898720

Return and co-movement of major public real estate markets during global financial crisis : a frequency domain approach

Liow, Kim Hiang; Angela, Shao Yue - In: Journal of property investment & finance 35 (2017) 5, pp. 489-508

Persistent link: https://www.econbiz.de/10011781027

Global financial crisis and cyclical co-movements of Asian financial markets

Liow, Kim Hiang - In: Journal of property investment & finance 34 (2016) 4, pp. 465-495

Persistent link: https://www.econbiz.de/10011599028

Real estate global beta and spillovers : an international study

Liow, Kim Hiang; Newell, Graeme - In: Economic modelling 59 (2016), pp. 297-313

Persistent link: https://www.econbiz.de/10011647847

Conditional volatility spillover effects across emerging financial markets

Liow, Kim Hiang - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 215-245

Persistent link: https://www.econbiz.de/10011458943

Volatility spillover dynamics and relationship across G7 financial markets

Liow, Kim Hiang - In: The North American journal of economics and finance : a … 33 (2015), pp. 328-365

Persistent link: https://www.econbiz.de/10011535255

Frequency volatility connectedness and market integration in international real estate investment trusts

Liow, Kim Hiang; Song, Jeong Seop - In: Finance research letters 45 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014578129

Regime dependent volatilities and correlation in international securitized real estate markets

Liow, Kim Hiang; Ye, Qing - In: Empirica : journal of european economics 45 (2018) 3, pp. 457-487

Persistent link: https://www.econbiz.de/10012031221

Dynamics of international spillovers and interaction : evidence from financial market stress and economic policy uncertainty

Liow, Kim Hiang; Liao, Wen-Chi; Huang, Yuting - In: Economic modelling 68 (2018), pp. 96-116

Persistent link: https://www.econbiz.de/10011934596