Regime dependent volatilities and correlation in international securitized real estate markets
Author:
Funder
Ministry of Education - Singapore
Publisher
Springer Science and Business Media LLC
Subject
Development,Geography, Planning and Development
Link
http://link.springer.com/article/10.1007/s10663-017-9368-4/fulltext.html
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3. Ang A, Chen J (2002) Asymmetric correlations of equity portfolios. J Financ Econ 63:443–494
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5. Bond SA, Dungey M, Fry R (2006) A web of shocks: crises across Asian real estate markets. J Real Estate Financ Econ 32:253–274
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