Examining volatility spillover in Asian REIT markets
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
|Collections||ANU Research Publications|
|Source:||Applied Financial Economics|
|01_Lin_Examining_volatility_spillover_2013.pdf||131.78 kB||Adobe PDF||Request a copy|
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