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Real estate global beta and spillovers: An international study · Study

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ArticleReal estate global beta and spillovers: An international study

Kim Hiang Liow2016

Article2016

Real estate global beta and spillovers: An international study

Kim Hiang Liow · Graeme R. Newell

24 citations·0/0 files stored·Economic Modelling

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1983International Portfolio Choice and Corporation Finance: A Synthesis 1991The World Price of Covariance Risk 1996Political Risk, Economic Risk, and Financial Risk

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Year2016

Typearticle

Published2016-08-18

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations24

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.econmod.2016.08.001

openalex_workW2507653359

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