How does South Africa's real estate investment trusts integrate with major global REITs markets? A time-frequency approach

Author:

Ijasan Kola,Owusu Junior Peterson,Tweneboah George,Adam Anokye M.

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference74 articles.

1. Eurozone crisis and BRIICKS stock markets: contagion or market interdependence?;Ahmad;Econ. Model.,2013

2. The effect of gold market speculation on REIT returns in South Africa: a behavioural perspective;Akinsomi;J. Econ. and Finance,2017

3. Is there convergence between the BRICS and International REIT Markets?;Akinsomi;MPRA,2018

4. Fundamental drivers of dependence in REIT returns;Alcock;J. Real Estate Finance Econ.,2018

5. Co-movements of GCC emerging stock markets: new evidence from wavelet coherence analysis;Aloui;Econ. Model.,2014

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