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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/336092
Description: Over the last decades, the Australian market for Real Estate Investment Trusts (REITS) has shown substantial growth rates. We apply conditional copula models in order to investigate the dependence str ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/228330
Description: Purpose – The purpose of this paper is to investigate contagion between real estate investment trusts (REITs) within and across three geographical regions: North America, Europe and Asia-Pacific. The ... More
Reviewed: Reviewed
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