Correlation and volatility dynamics in international real estate securities markets

Journal of Real Estate Finance and Economics

Volumn 39, Issue 2, 2009, Pages 202-223

  Liow, Kim Hiang ^a   Ho, Kim Hin David ^a   Ibrahim, Muhammad Faishal ^a   Chen, Ziwei ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Dynamic conditional correlation model; Real estate securities markets; Stock markets; Time varying correlation; Volatility

Indexed keywords

EID: 71449118364     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11146-008-9108-4     Document Type: Article

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