Downside Risk Spillover among Global Real Estate Securities Markets
Author:
Affiliation:
1. University of Guelph, Guelph, ON, Canada N1G 2W1
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2011.12089907
Reference28 articles.
1. Jump Spillover in International Equity Markets
2. Risk contagion among international stock markets
3. A New Approach to Measuring Financial Contagion
4. Residual Life Time at Great Age
5. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
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1. Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets;Journal of Quantitative Economics;2022-12-17
2. Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach;International Journal of Finance & Economics;2020-08-05
3. Investment in the Global Real Estate Market;Frontiers of Economics and Globalization;2013-08-28
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