Random walks, cointegration, and the transmission of shocks across global real estate and equity markets

Journal of Economics and Finance

Volumn 28, Issue 2, 2004, Pages 198-210

  Payne, James E ^a   Sahu, Anandi P ^b  

^a ILLINOIS STATE UNIVERSITY   (United States)

^b OAKLAND UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547954911     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/BF02761611     Document Type: Article

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