Similar Search Results

Modelling the dependence structure between Australian equity and real estate markets : a copula approach

Rong, Ning; Trück, Stefan - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10010520425

Time-scale relationship between securitized real estate and local stock markets : some wavelet evidence

Liow, Kim Hiang; Zhou, Xiaoxia; Li, Qiang; Huang, Yuting - In: Journal of risk and financial management : JRFM 12 (2019) 1/16, pp. 1-23

relationship between the two asset markets is time–frequency varying. The average long run real estate–stock correlation fails to … outweigh the average short run correlation, indicating the real estate markets examined may have become increasingly less …

Persistent link: https://www.econbiz.de/10011961522

European emerging real estate markets : re-examining investment attributes and framing opportunities

Haran, Martin; McCord, Michael; Davis, Peadar; McCord, John - In: Journal of property investment & finance 34 (2016) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10011540575

Inflation hedging : a comparative wavelet quantile correlation analysis of real estate and alternative assets

Nasreddine, Aya; Zouari, Yasmine Essafi - In: Journal of property investment & finance 43 (2025) 1, pp. 66-82

Persistent link: https://www.econbiz.de/10015404087

Direct real estate, securitized real estate, and equity market dynamic connectedness

Nguyen Thi Thu Ha; Balli, Faruk; Balli, Hatice Ozer; … - In: Applied economics 54 (2022) 23, pp. 2658-2677

Persistent link: https://www.econbiz.de/10013171112

Real estate risk in equity returns : empirical evidence from U.S. stock markets

Michel, Gaston - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003829197

Testing calendar effects of international equity and real estate markets

Hui, Eddie C. M.; Chan, Ka Kwan Kevin - In: The journal of real estate finance and economics 56 (2018) 1, pp. 140-158

Persistent link: https://www.econbiz.de/10011966500

Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis

Kołtuniak, Marcin - In: Bank i kredyt 47 (2016) 3, pp. 251-266

Persistent link: https://www.econbiz.de/10011532650

How do stocks in BRICS co-move with real estate stocks?

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Akinsomi, Omokolade - In: International review of economics & finance : IREF 69 (2020), pp. 93-101

Persistent link: https://www.econbiz.de/10012486337

Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...

Persistent link: https://www.econbiz.de/10013521240