Time-varying correlations between stock and direct real estate returns

Time-varying correlations between stock and direct real estate returns

10.1108/14635781311302591

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Bibliographic Details
Main Authors: Sing, T.F., Tan, Z.Y.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Australia
Constant correlation
Direct real estate returns
Dynamic conditional correlations
Hong Kong
Ireland
Real estate
Singapore
Stock returns
Time-varying risks
United Kingdom
United States of America
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46273
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/46273

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