Switching volatility and cross-market linkages in public property markets
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DOI: 10.1080/09599916.2013.870921
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References listed on IDEAS
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Cited by:
- Kim Hiang Liow & Qing Ye, 2018. "Regime dependent volatilities and correlation in international securitized real estate markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 457-487, August.
- Kim Hiang Liow & Qing Ye, 2017.
"Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 39(1), pages 127-164, January.
- Kim Hiang LIOW & Qing YE, 2017. "Switching Regime Beta Analysis of Global Financial Crisis: Evidence from International Public Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 39(1), pages 127-164.
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