Returns transmission, value at risk, and diversification benefits in international REITs: Evidence from the financial crisis

Review of Quantitative Finance and Accounting

Volumn 40, Issue 2, 2013, Pages 293-318

  Lu, Chiuling ^a   Tse, Yiuman ^b   Williams, Michael ^c  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b UNIVERSITY OF MISSOURI ST LOUIS   (United States)

^c GOVERNORS STATE UNIVERSITY   (United States)

Author keywords

Financial crisis; International diversification; Real estate investment trust; Return transmission; Value at risk

Indexed keywords

EID: 84872615824     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-012-0274-3     Document Type: Article

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