Similar Search Results - EconBiz

Correlation and Volatility Dynamics in REIT Returns : Performance and Portfolio Considerations

Fei, Peng - 2010

We examine the dynamics in correlations and volatility of REITs, stock and direct real estate returns using the monthly data from Jan 1987 to May 2008. To explore asymmetries in conditional correlation, the multivariate asymmetric dynamic diagonal conditional correlation (AD‐DCC) GARCH...

Persistent link: https://www.econbiz.de/10013145401

The emerging mortgage markets in China

Deng, Yongheng; Peng, Fei - In: Mortage markets worldwide, (pp. 1-33). 2008

Persistent link: https://www.econbiz.de/10003724287

EQUITY VALUATION - FINDING FAIR VALUE IN GLOBAL EQUITIES: Part I

Fei, Peng; Ding, Letian; Deng, Yongheng - In: The journal of portfolio management : a publication of … 36 (2010) 2, pp. 80-94

Persistent link: https://www.econbiz.de/10008395349

Forthcoming Real Estate Articles to be Published in The Journal of Portfolio Management, Vol. 36, No. 2, Winter 2010 - CORRELATION AND VOLATILITY DYNAMICS IN REIT RETURNS: PERFORMANCE AND PORTFOLIO CONSIDERATIONS

Fei, Peng; Ding, Letian; Deng, Yongheng - In: The journal of portfolio management : a publication of … (2009)

Persistent link: https://www.econbiz.de/10008321298

Mortgage termination : an empirical hazard model with a stochastic term structure

Deng, Yongheng - In: The journal of real estate finance and economics 14 (1997) 3, pp. 309-331

Persistent link: https://www.econbiz.de/10001222221

Mortgage default and low downpayment loans : the costs of public subsidy

Deng, Yongheng - 1995

Persistent link: https://www.econbiz.de/10000935326

Mortgage default and low downpayment loans : the costs of public subsidy

Deng, Yongheng (contributor) - In: Regional science & urban economics 26 (1996) 3, pp. 263-285

Persistent link: https://www.econbiz.de/10001203201

Optimal put exercise : an empirical examination of conditions for mortgage foreclosure

Ambrose, Brent William; Capone, Charles A. <jun.>; … - In: The journal of real estate finance and economics 23 (2001) 2, pp. 213-234

Persistent link: https://www.econbiz.de/10001614620

A dynamic analysis of fixed- and adjustable-rate mortgage terminations

Calhoun, Charles A.; Deng, Yongheng - In: The journal of real estate finance and economics 24 (2002) 1/2, pp. 9-33

Persistent link: https://www.econbiz.de/10001652998

Mortgage terminations

Deng, Yongheng; Quigley, John M.; Van Order, Robert - 1995

Persistent link: https://www.econbiz.de/10001441817

A service of the