An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
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References listed on IDEAS
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More about this item
KeywordsTime-Varying Integration; Return and Volatility Causality; Multivariate Asymmetric DCC-GARCH; Return Convergence; Securitized Real Estate Markets; International Stock Markets;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
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