INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL
Bachelor's
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Language: | English |
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2016
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/220886 |
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sg-nus-scholar.10635-2208862022-05-13T02:59:48Z INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL TEO KE JIE JEREMY REAL ESTATE LIOW KIM HIANG Real Estate RE Liow Kim Hiang 2016/2017 RE GARCH-M model Interest rate changes Leverage Property stocks risk premium Bachelor's BACHELOR OF SCIENCE (REAL ESTATE) 2016-11-23T03:44:26Z 2022-04-22T17:21:38Z 2019-09-26T14:13:58Z 2022-04-22T17:21:38Z 2016-11-23 Dissertation TEO KE JIE JEREMY (2016-11-23). INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/220886 en https://lib.sde.nus.edu.sg/dspace/handle/sde/3552 |
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National University of Singapore |
building |
NUS Library |
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Asia |
country |
Singapore Singapore |
content_provider |
NUS Library |
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ScholarBank@NUS |
language |
English |
topic |
Real Estate RE Liow Kim Hiang 2016/2017 RE GARCH-M model Interest rate changes Leverage Property stocks risk premium |
spellingShingle |
Real Estate RE Liow Kim Hiang 2016/2017 RE GARCH-M model Interest rate changes Leverage Property stocks risk premium TEO KE JIE JEREMY INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
description |
Bachelor's |
author2 |
REAL ESTATE |
author_facet |
REAL ESTATE TEO KE JIE JEREMY |
format |
Dissertation |
author |
TEO KE JIE JEREMY |
author_sort |
TEO KE JIE JEREMY |
title |
INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
title_short |
INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
title_full |
INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
title_fullStr |
INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
title_full_unstemmed |
INTEREST RATES SENSITIVITY & PROPERTY STOCKS RISK PREMIUM: AN INTERNATIONAL STUDY. A GARCH-M MODEL |
title_sort |
interest rates sensitivity & property stocks risk premium: an international study. a garch-m model |
publishDate |
2016 |
url |
https://scholarbank.nus.edu.sg/handle/10635/220886 |
_version_ |
1734309473323843584 |