Asset market linkages: Evidence from financial, commodity and real estate assets

Journal of Banking and Finance

Volumn 35, Issue 6, 2011, Pages 1415-1426

  Chan, Kam Fong ^a   Treepongkaruna, Sirimon ^b   Brooks, Robert ^c   Gray, Stephen ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^c MONASH UNIVERSITY   (Australia)

Author keywords

Asset linkages; Contagion; Flight from quality; Flight to quality; Markov switching

Indexed keywords

EID: 79955643665     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.10.022     Document Type: Article

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