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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

Long-term memory in volatility : some evidence from international securitized real estate markets

Liow, Kim Hiang - In: The journal of real estate finance and economics 39 (2009) 4, pp. 415-438

Persistent link: https://www.econbiz.de/10003899869

The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages

Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641

Persistent link: https://www.econbiz.de/10010416248

Exploring a three-factor dependence structure of conditional volatilities : some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10013273545

Persistence and predictability in UK house price movements

Schindler, Felix - In: The journal of real estate finance and economics 48 (2014) 1, pp. 132-163

Persistent link: https://www.econbiz.de/10010394079

Volatilitätseffekte am US-amerikanischen Häusermarkt

Schindler, Felix - 2009

Während direkte Immobilieninvestments lang Zeit als renditeträchtig bei gleichzeitig begrenztem Risiko galten, führte den Anlegern insbesondere die gegenwärtige Finanzmarktkrise vor Augen, dass auch Immobilienanlagen insbesondere in den USamerikanischen Häusermarkt mit hohen Risiken...

Persistent link: https://www.econbiz.de/10003881343