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

Shi, Jing; Xu, Tracy

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

Date

2013

Authors

Shi, Jing

Xu, Tracy

Publisher

Butterworths

Abstract

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