Economic benefits and determinants of extreme dependences between REIT and stock returns
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/s11156-013-0407-3.pdf
Reference44 articles.
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3. Case B, Yang Y, Yildirim Y (2012) Dynamic correlations among asset classes: REIT and stock returns. J Real Estate Financ Econ 44:298–318
4. Cheong CS, Gerlach R, Stevenson S, Wilson P, Zurbruegg R (2009) Equity and fixed income markets as drivers of securitized real estate. Rev Financ Econ 18:103–111
5. Cherubini U, Luciano E, Vecchiato W (2004) Copula methods in finance. Wiley, London
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