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Co-movement across european stock and real estate markets · Study

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ArticleCo-movement across european stock and real estate markets

Bana M. Abuzayed2020

Article2020

Co-movement across european stock and real estate markets

Bana M. Abuzayed · Nedal A. Al‐Fayoumi · Elie I. Bouri

31 citations·0/0 files stored·International Review of Economics & Finance

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1998Modeling Asymmetric Comovements of Asset Returns 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Details

Year2020

Typearticle

Published2020-05-19

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations31

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.iref.2020.05.010

openalex_workW3028329924

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