Are REITs a good shelter from financial crises? Evidence from the Asian markets

10.1108/14635781311322210

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Bibliographic Details
Main Authors:	Chiang, M.-C., Tsai, I.-C., Sing, T.-F.
Other Authors:	REAL ESTATE
Format:	Article
Published:	2014
Subjects:	Correlation analysis Correlation coefficients Extreme value theory Financial crisis Japan Multivariate analysis Multivariate GARCH model REITs Singapore Taiwan
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/113946
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Institution:	National University of Singapore

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