Long-term co-memories and short-run adjustment: Securitized real estate and stock markets

Long-term co-memories and short-run adjustment: Securitized real estate and stock markets

10.1007/s11146-005-2790-6

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Bibliographic Details
Main Authors: Liow, K.H., Yang, H.
Other Authors: REAL ESTATE
Format: Review
Published: 2013
Subjects:
Fractional cointegration
Fractional integrated vector error correction model
Long-term co-memories
Securitized real estate market
Stock market
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46311
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Institution: National University of Singapore
Description
Summary:10.1007/s11146-005-2790-6

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