Matches in SemOpenAlex for { <https://semopenalex.org/work/W1849797029> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W1849797029 endingPage "310" @default.
- W1849797029 startingPage "291" @default.
- W1849797029 abstract "Several studies have examined real estate investment trust (REIT) co-movement with stocks or bonds using traditional time domain based methods, such as linear regression or correlation. Results of these studies have produced inconsistent statistical model parameters. The erratic behavior of the models may have resulted from the different time periods in the studies, the REITs included in a study or the market indices. Another factor contributing to the variation of the models comes from the compression of cyclical information over a study’s time period by time domain based techniques. Cross-spectral analysis provides a frequency space method of examining the coherency (i.e., frequency space correlation) between two time series across all frequencies. This article contains an examination of the coherency between REITs and stock market indices and REITs and U.S. Treasury debt indices for the period 1989-95. Results of the coherency spectra show significant co-movement between REITs and stock market indices, while debt instruments show very few frequencies with significant coherency. Furthermore, phase spectra provide evidence of contemporaneous movement between REITs and stock indices at all frequencies." @default.
- W1849797029 created "2016-06-24" @default.
- W1849797029 creator A5001436207 @default.
- W1849797029 creator A5077694722 @default.
- W1849797029 date "1998-01-01" @default.
- W1849797029 modified "2023-09-30" @default.
- W1849797029 title "Frequency Space Correlation between REITs and Capital Market Indices" @default.
- W1849797029 cites W1488427123 @default.
- W1849797029 cites W1500351822 @default.
- W1849797029 cites W1918086669 @default.
- W1849797029 cites W1932879013 @default.
- W1849797029 cites W1970286996 @default.
- W1849797029 cites W1994873482 @default.
- W1849797029 cites W1995238773 @default.
- W1849797029 cites W2079768614 @default.
- W1849797029 cites W2125034288 @default.
- W1849797029 cites W2137966408 @default.
- W1849797029 doi "https://doi.org/10.1080/10835547.1998.12090948" @default.
- W1849797029 hasPublicationYear "1998" @default.
- W1849797029 type Work @default.
- W1849797029 sameAs 1849797029 @default.
- W1849797029 citedByCount "41" @default.
- W1849797029 countsByYear W18497970292012 @default.
- W1849797029 countsByYear W18497970292013 @default.
- W1849797029 countsByYear W18497970292014 @default.
- W1849797029 countsByYear W18497970292016 @default.
- W1849797029 countsByYear W18497970292017 @default.
- W1849797029 countsByYear W18497970292019 @default.
- W1849797029 countsByYear W18497970292020 @default.
- W1849797029 countsByYear W18497970292021 @default.
- W1849797029 crossrefType "journal-article" @default.
- W1849797029 hasAuthorship W1849797029A5001436207 @default.
- W1849797029 hasAuthorship W1849797029A5077694722 @default.
- W1849797029 hasConcept C10138342 @default.
- W1849797029 hasConcept C106159729 @default.
- W1849797029 hasConcept C149782125 @default.
- W1849797029 hasConcept C162324750 @default.
- W1849797029 hasConcept C166957645 @default.
- W1849797029 hasConcept C204036174 @default.
- W1849797029 hasConcept C205649164 @default.
- W1849797029 hasConcept C2779343474 @default.
- W1849797029 hasConcept C2780299701 @default.
- W1849797029 hasConcept C38815200 @default.
- W1849797029 hasConcept C69738904 @default.
- W1849797029 hasConcept C82279013 @default.
- W1849797029 hasConcept C88389905 @default.
- W1849797029 hasConceptScore W1849797029C10138342 @default.
- W1849797029 hasConceptScore W1849797029C106159729 @default.
- W1849797029 hasConceptScore W1849797029C149782125 @default.
- W1849797029 hasConceptScore W1849797029C162324750 @default.
- W1849797029 hasConceptScore W1849797029C166957645 @default.
- W1849797029 hasConceptScore W1849797029C204036174 @default.
- W1849797029 hasConceptScore W1849797029C205649164 @default.
- W1849797029 hasConceptScore W1849797029C2779343474 @default.
- W1849797029 hasConceptScore W1849797029C2780299701 @default.
- W1849797029 hasConceptScore W1849797029C38815200 @default.
- W1849797029 hasConceptScore W1849797029C69738904 @default.
- W1849797029 hasConceptScore W1849797029C82279013 @default.
- W1849797029 hasConceptScore W1849797029C88389905 @default.
- W1849797029 hasIssue "3" @default.
- W1849797029 hasLocation W18497970291 @default.
- W1849797029 hasOpenAccess W1849797029 @default.
- W1849797029 hasPrimaryLocation W18497970291 @default.
- W1849797029 hasRelatedWork W1483306195 @default.
- W1849797029 hasRelatedWork W1579599186 @default.
- W1849797029 hasRelatedWork W1842597364 @default.
- W1849797029 hasRelatedWork W1985064182 @default.
- W1849797029 hasRelatedWork W2231193295 @default.
- W1849797029 hasRelatedWork W2276369758 @default.
- W1849797029 hasRelatedWork W2348411261 @default.
- W1849797029 hasRelatedWork W3005873025 @default.
- W1849797029 hasRelatedWork W3124594045 @default.
- W1849797029 hasRelatedWork W4323668880 @default.
- W1849797029 hasVolume "16" @default.
- W1849797029 isParatext "false" @default.
- W1849797029 isRetracted "false" @default.
- W1849797029 magId "1849797029" @default.
- W1849797029 workType "article" @default.