THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS

Master's

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Bibliographic Details
Main Author: WANG LOKE KIAT
Other Authors: SCHOOL OF BUILDING & REAL ESTATE
Format: Theses and Dissertations
Published: 2019
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/160259
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1602592019-10-18T05:51:18Z THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS WANG LOKE KIAT SCHOOL OF BUILDING & REAL ESTATE LIOW KIM HIANG WILLIE TAN BELINDA YUEN Arbitrage Pricing Theory (APT) state-space models the Kalman filter the Nonlinear Seeming Unrelated Regression systematic diagonality Master's MASTER OF SCIENCE 2019-10-18T05:51:17Z 2019-10-18T05:51:17Z 2001 Thesis WANG LOKE KIAT (2001). THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/160259 CCK BATCHLOAD 20190911
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Arbitrage Pricing Theory (APT)
state-space models
the Kalman filter
the Nonlinear Seeming Unrelated Regression
systematic
diagonality
spellingShingle Arbitrage Pricing Theory (APT)
state-space models
the Kalman filter
the Nonlinear Seeming Unrelated Regression
systematic
diagonality
WANG LOKE KIAT
THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
description Master's
author2 SCHOOL OF BUILDING & REAL ESTATE
author_facet SCHOOL OF BUILDING & REAL ESTATE
WANG LOKE KIAT
format Theses and Dissertations
author WANG LOKE KIAT
author_sort WANG LOKE KIAT
title THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
title_short THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
title_full THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
title_fullStr THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
title_full_unstemmed THE PRICING OF INTEREST RATE RISK IN PROPERTY STOCKS
title_sort pricing of interest rate risk in property stocks
publishDate 2019
url https://scholarbank.nus.edu.sg/handle/10635/160259
_version_ 1681100041851240448