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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Main Authors: Liow, K.H., Addae-Dapaah, K.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46158
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Institution: National University of Singapore
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spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Correlations
Expected returns
Idiosyncratic risk
Market risk
Real estate investment trusts
Time trends
spellingShingle 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
description 10.1016/j.jhe.2010.06.001
author2 REAL ESTATE
author_facet REAL ESTATE
Liow, K.H.
Addae-Dapaah, K.
format Article
author Liow, K.H.
Addae-Dapaah, K.
author_sort 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
title_fullStr 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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