Canadian REITs and stock prices: Fractional cointegration and long memory

Review of Pacific Basin Financial Markets and Policies

Volumn 9, Issue 3, 2006, Pages 441-462

  Assaf, Ata ^a  

^a UNIVERSITY OF WINDSOR   (Canada)

Author keywords

Canadian REITs; Fractional cointegration; R S; V S

Indexed keywords

PROPERTY MARKET; STOCK MARKET;

EID: 33748269084     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091506000793     Document Type: Article

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