On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures

In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis. We construct dynamic total, net total and net pairwise return and volatility conn...

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Detalles Bibliográficos
Autores principales: Lesame, Keagile, Bouri, Elie, Gabauer, David, Gupta, Rangan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8391168/
https://www.ncbi.nlm.nih.gov/pubmed/34441188
http://dx.doi.org/10.3390/e23081048

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8391168/
https://www.ncbi.nlm.nih.gov/pubmed/34441188
http://dx.doi.org/10.3390/e23081048

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