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Correlation dynamics and determinants in international securitized real estate markets

Liow, Kim Hiang; Zhou, Xiaoxia; Ye, Qing - In: Real estate economics : journal of the American Real … 43 (2015) 3, pp. 537-585

Persistent link: https://www.econbiz.de/10011349353

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

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

This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capital component of the domestic stock market in...

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

Common factors in international securitized real estate markets

Liow, Kim Hiang; Webb, James R. - In: Review of financial economics : RFE 18 (2009) 2, pp. 80-89

Persistent link: https://www.econbiz.de/10003900998

Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets

Liow, Kim Hiang - 2010

volatility factors in influencing the respective covariance structures. The dynamic analyses of real estate-stock conditional …

Persistent link: https://www.econbiz.de/10013145071

Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets

Liow, Kim Hiang - 2010

causing the changes in covariance during both the pre-crisis and crisis periods. Finally, exchange rate volatility appears to …

Persistent link: https://www.econbiz.de/10013136248