Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts
10.1016/j.jhe.2010.06.001
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sg-nus-scholar.10635-461582023-10-29T20:13:24Z Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts Liow, K.H. Addae-Dapaah, K. REAL ESTATE Correlations Expected returns Idiosyncratic risk Market risk Real estate investment trusts Time trends 10.1016/j.jhe.2010.06.001 Journal of Housing Economics 19 3 205-218 JHECF 2013-10-14T05:09:22Z 2013-10-14T05:09:22Z 2010 Article Liow, K.H., Addae-Dapaah, K. (2010). Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts. Journal of Housing Economics 19 (3) : 205-218. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jhe.2010.06.001 10511377 http://scholarbank.nus.edu.sg/handle/10635/46158 000281686800004 Scopus |
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Correlations Expected returns Idiosyncratic risk Market risk Real estate investment trusts Time trends |
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Correlations Expected returns Idiosyncratic risk Market risk Real estate investment trusts Time trends Liow, K.H. Addae-Dapaah, K. Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
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10.1016/j.jhe.2010.06.001 |
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REAL ESTATE |
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REAL ESTATE Liow, K.H. Addae-Dapaah, K. |
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Article |
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Liow, K.H. Addae-Dapaah, K. |
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Liow, K.H. |
title |
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
title_short |
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
title_full |
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
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Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
title_full_unstemmed |
Idiosyncratic risk, market risk and correlation dynamics in the US real estate investment trusts |
title_sort |
idiosyncratic risk, market risk and correlation dynamics in the us real estate investment trusts |
publishDate |
2013 |
url |
http://scholarbank.nus.edu.sg/handle/10635/46158 |
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