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

Journal of Real Estate Finance and Economics

Volumn 31, Issue 3, 2005, Pages 283-300

  Liow, Kim Hiang ^a   Yang, Haishan ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b Smar Singapore Pte Ltd   (Singapore)

Author keywords

Fractional cointegration; Fractional integrated vector error correction model; Long term co memories; Securitized real estate market; Stock market

Indexed keywords

EID: 24944539936     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-005-2790-6     Document Type: Review

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