Correlation and Volatility Dynamics in International Real Estate Securities Markets

Author： Liow Kim   Ho Kim   Ibrahim Muhammad   Chen Ziwei  

Publisher： Springer Publishing Company

ISSN： 0895-5638

Source： The Journal of Real Estate Finance and Economics, Vol.39, Iss.2, 2009-08, pp. : 202-223

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Volatility interdependence in European real estate securities markets: Who is the most influential?

By Liow Kim Hiang  

Journal of European Real Estate Research, Vol. 6, Iss. 2, 2013-08 ,pp. : 117-138

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

ACADEMIC PAPERS: Are real estate and securities markets integrated? Some Australian evidence

By Wilson Patrick   Okunev John   Ta Guy  

Journal of Property Valuation and Investment, Vol. 14, Iss. 5, 1996-05 ,pp. : 7-24

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets

By Liow Kim   Chen Zhiwei   Liu Jingran  

The Journal of Real Estate Finance and Economics, Vol. 42, Iss. 3, 2011-04 ,pp. : 295-328

Springer Publishing Company

Access to resources Recommend Favorite

Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?

By Liow Kim   Chen Wei  

The Journal of Real Estate Finance and Economics, Vol. 47, Iss. 2, 2013-08 ,pp. : 370-390

Springer Publishing Company

Access to resources Recommend Favorite

U.S. Monetary Policy Surprises and International Securitized Real Estate Markets

By Xu Pisun  

The Journal of Real Estate Finance and Economics, Vol. 43, Iss. 4, 2011-11 ,pp. : 459-490

Springer Publishing Company

Access to resources Recommend Favorite