SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Economic benefits and determinants of extreme dependences between REIT and stock returns · Study

ArticleShelves

ArticleEconomic benefits and determinants of extreme dependences between REIT and stock returns

MeiChi Huang2013

Article2013

Economic benefits and determinants of extreme dependences between REIT and stock returns

MeiChi Huang · Chih‐Chiang Wu

21 citations·0/0 files stored·Review of Quantitative Finance and Accounting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 21 citations exist upstream.

References

2002Illiquidity and stock returns: cross-section and time-series effects 1999An Introduction to Copulas 1980On estimating the expected return on the market 2001Extreme Correlation of International Equity Markets 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2004Copula Methods in Finance 1994Autoregressive Conditional Density Estimation 2001Common factors in prices, order flows, and liquidity

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structuresarticle · 15 shared references 2011The economic value of range-based covariance between stock and bond returns with dynamic copulasarticle · 11 shared references 2013Financial Risk Measurement for Financial Risk Managementchapter · 9 shared references 2011The economic value of co-movement between oil price and exchange rate using copula-based GARCH modelsarticle · 8 shared references 2011Analysing financial contagion and asymmetric market dependence with volatility indices via copulasarticle · 8 shared references 2011On the Importance of Time Variability in Higher Moments for Asset Allocationarticle · 8 shared references

Details

Year2013

Typearticle

Published2013-09-25

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations21

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/s11156-013-0407-3

openalex_workW1966544580

Links

Imported from OpenAlex (CC0) — nothing here is generated.