Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-012-0274-3.pdf
Reference30 articles.
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3. Assaf A (2006) Canadian REITs and stock prices: fractional cointegration and long memory. Rev Pacific-Basin Financ Markets Pol 9(3):441–462
4. Bodurtha JN, Kim DS, Lee CMC (1995) Closed-end country funds and US market sentiment. Rev Financ Stud 8(3):879–918
5. Bond SA, Dungey M, Fry R (2006) A web of shocks: crises across Asian real estate markets. J Real Estate Financ Econ 32(3):253–274
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