Modelling linkages between US and Asia-Pacific securitized property markets

Journal of Property Research

Volumn 24, Issue 2, 2007, Pages 95-122

  Yunus, Nafeesa ^a   Swanson, Peggy E ^b  

^a UNIVERSITY OF SOUTHERN INDIANA   (United States)

^b UNIVERSITY OF TEXAS AT ARLINGTON   (United States)

Author keywords

Asia Pacific property markets; Cointegration; Granger causality; Portfolio diversification; Variance decomposition analysis

Indexed keywords

CAPITAL FLOW; GRANGER CAUSALITY TEST; INDUSTRIAL LINKAGE; MARKET CONDITIONS; PROPERTY MARKET;

NORTH AMERICA; PACIFIC OCEAN; PACIFIC RIM; UNITED STATES;

EID: 34547955548     PISSN: 09599916     EISSN: 14664453     Source Type: Journal    
DOI: 10.1080/09599910701439992     Document Type: Article

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