Asymmetric volatility, correlation and returns dynamics between the U.S. and U.K. securitized real estate markets

Real Estate Economics

Volumn 34, Issue 1, 2006, Pages 109-131

  Michayluk, David ^a   Wilson, Patrick J ^a   Zurbruegg, Ralf ^b  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b UNIVERSITY OF ADELAIDE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645060758     PISSN: 10808620     EISSN: 15406229     Source Type: Journal    
DOI: 10.1111/j.1540-6229.2006.00161.x     Document Type: Article

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