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Examining volatility spillover in Asian REIT markets

Lin, Pin-Te

Description

This article provides international evidence on the effects of volatility spillover in Asian real estate investment trust (REIT) markets. Six Asian markets (Taiwan, Japan, Malaysia, Singapore, Hong Kong and South Korea) are examined through the generalize

dc.contributor.authorLin, Pin-Te
dc.date.accessioned2015-12-13T22:32:12Z
dc.identifier.issn0960-3107
dc.identifier.urihttp://hdl.handle.net/1885/75465
dc.description.abstractThis article provides international evidence on the effects of volatility spillover in Asian real estate investment trust (REIT) markets. Six Asian markets (Taiwan, Japan, Malaysia, Singapore, Hong Kong and South Korea) are examined through the generalize
dc.publisherRoutledge, Taylor & Francis Group
dc.sourceApplied Financial Economics
dc.titleExamining volatility spillover in Asian REIT markets
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume23
dc.date.issued2013
local.identifier.absfor140207 - Financial Economics
local.identifier.ariespublicationf5625xPUB4631
local.type.statusPublished Version
local.contributor.affiliationLin, Pin-Te, College of Business and Economics, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue22
local.bibliographicCitation.startpage1701
local.bibliographicCitation.lastpage1705
local.identifier.doi10.1080/09603107.2013.848023
local.identifier.absseo910199 - Macroeconomics not elsewhere classified
dc.date.updated2015-12-11T09:05:31Z
local.identifier.scopusID2-s2.0-84887192103
CollectionsANU Research Publications

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