Examining volatility spillover in Asian REIT markets

Date

2013

Authors

Lin, Pin-Te

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Publisher

Routledge, Taylor & Francis Group

Abstract

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

Description

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Citation

Source

Applied Financial Economics

Type

Journal article

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Access Statement

License Rights

Restricted until

2037-12-31