A truly global crisis? Evidence from contagion dependence across international REIT markets

Author:

Huang MeiChi,Wu Chu-Hua,Cheng I-Shan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

1. Regime dependent determinants of credit default swap spreads;Alexander;Journal of Banking and Finance,2008

2. The impact of switching regimes and monetary shocks: An empirical analysis of REITs;Anderson;Journal of Real Estate Research,2012

3. The monetary origins of asymmetric information in international equity markets;Bauer;Journal of International Money and Finance,2008

4. A useful tool for forecasting the Euro-area business cycle phases;Bengoechea;International Journal of Forecasting,2006

5. Bernanke BS. 2005. The Global Saving Glut and the U.S. Current Account Deficit, Speech at the Homer Jones Lecture, St. Louis, Missouri.

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