On the global integration of REITs market returns: A multiresolution analysis
Author:
Affiliation:
1. School of Construction of Economics & Management, University of the Witwatersrand, Johannesburg, South Africa
2. Wits Business School, University of the Witwatersrand Business School, Johannesburg, South Africa
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2019.1690211
Reference63 articles.
1. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective
2. An examination of the REIT return–implied volatility relation: a frequency domain approach
3. Leading indicators of crisis incidence: Evidence from developed countries
4. A multivariate analysis of United States and global real estate investment trusts
5. A multivariate analysis of United States and global real estate investment trusts
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