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Price and volatility dynamics between securitized real estate spot and futures markets

Shi, Jing; Xu, Tracy

Description

This study is among the first to examine the price, volatility and covariance dynamics between securitized real estate spot and futures markets. It provides a distinctive and yet complementary perspective on the predictability of real estate spot return a

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
URI: http://hdl.handle.net/1885/73854
Source: Economic Modelling
DOI: 10.1016/j.econmod.2013.08.003

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