European Real Estate Risk and Spillovers: Regime Switching Approach
© 2018, Springer International Publishing AG, part of Springer Nature. In this study, we employ an international version of the Capital Asset Pricing Model (ICAPM) to measure and examine the relationship between each of the 13 European national real estate returns and the European stock market retur...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85043993351&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58556 |
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| Institution: | Chiang Mai University |