Skip navigation
Skip navigation

Examining volatility spillover in Asian REIT markets

Lin, Pin-Te


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

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
Source: Applied Financial Economics
DOI: 10.1080/09603107.2013.848023


File Description SizeFormat Image
01_Lin_Examining_volatility_spillover_2013.pdf131.78 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator