Matches in SemOpenAlex for { <https://semopenalex.org/work/W4239659979> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W4239659979 endingPage "512" @default.
- W4239659979 startingPage "463" @default.
- W4239659979 abstract "The market integration of real estate investment trusts (REITs) in the US and four Asian markets as well as between their local stock and REIT markets are investigated in this paper. Using a number of modern econometric techniques on three integration indictors/proxies: time-varying conditional correlations, dynamic risk connectivity (variance-covariance) and cause and effect dependency of linear /nonlinear spillover and connectedness, we find that the five REIT markets show less integration than their corresponding stock markets. Moreover, the modelling of the portfolio risk spillover and connectedness (with covariance) shows a higher average level of market integration for the Asian REIT group. The REIT markets have experienced some significant shifts in their net total and net-pairwise directional risk connectivity. Additionally, investors and policymakers are reminded that any modelling of the cause and effect dependency of the REIT markets should be implemented with linear regression equations and a nonlinear value at risk system in risk spillover and connectedness (with covariance). Finally, significant contagious effects are identified across the REIT markets and stock and REIT portfolios during the global financial crisis and China stock market crash." @default.
- W4239659979 created "2022-05-12" @default.
- W4239659979 creator A5045898015 @default.
- W4239659979 creator A5052017240 @default.
- W4239659979 date "2019-12-31" @default.
- W4239659979 modified "2023-10-17" @default.
- W4239659979 title "International Real Estate Review" @default.
- W4239659979 doi "https://doi.org/10.53383/100288" @default.
- W4239659979 hasPublicationYear "2019" @default.
- W4239659979 type Work @default.
- W4239659979 citedByCount "4" @default.
- W4239659979 countsByYear W42396599792021 @default.
- W4239659979 countsByYear W42396599792022 @default.
- W4239659979 crossrefType "journal-article" @default.
- W4239659979 hasAuthorship W4239659979A5045898015 @default.
- W4239659979 hasAuthorship W4239659979A5052017240 @default.
- W4239659979 hasBestOaLocation W42396599791 @default.
- W4239659979 hasConcept C10138342 @default.
- W4239659979 hasConcept C106159729 @default.
- W4239659979 hasConcept C139719470 @default.
- W4239659979 hasConcept C144133560 @default.
- W4239659979 hasConcept C149782125 @default.
- W4239659979 hasConcept C15744967 @default.
- W4239659979 hasConcept C162324750 @default.
- W4239659979 hasConcept C166957645 @default.
- W4239659979 hasConcept C19244329 @default.
- W4239659979 hasConcept C201943243 @default.
- W4239659979 hasConcept C204036174 @default.
- W4239659979 hasConcept C205649164 @default.
- W4239659979 hasConcept C2779343474 @default.
- W4239659979 hasConcept C2780299701 @default.
- W4239659979 hasConcept C2780821815 @default.
- W4239659979 hasConcept C38815200 @default.
- W4239659979 hasConcept C542102704 @default.
- W4239659979 hasConcept C55527203 @default.
- W4239659979 hasConcept C82279013 @default.
- W4239659979 hasConcept C89715816 @default.
- W4239659979 hasConceptScore W4239659979C10138342 @default.
- W4239659979 hasConceptScore W4239659979C106159729 @default.
- W4239659979 hasConceptScore W4239659979C139719470 @default.
- W4239659979 hasConceptScore W4239659979C144133560 @default.
- W4239659979 hasConceptScore W4239659979C149782125 @default.
- W4239659979 hasConceptScore W4239659979C15744967 @default.
- W4239659979 hasConceptScore W4239659979C162324750 @default.
- W4239659979 hasConceptScore W4239659979C166957645 @default.
- W4239659979 hasConceptScore W4239659979C19244329 @default.
- W4239659979 hasConceptScore W4239659979C201943243 @default.
- W4239659979 hasConceptScore W4239659979C204036174 @default.
- W4239659979 hasConceptScore W4239659979C205649164 @default.
- W4239659979 hasConceptScore W4239659979C2779343474 @default.
- W4239659979 hasConceptScore W4239659979C2780299701 @default.
- W4239659979 hasConceptScore W4239659979C2780821815 @default.
- W4239659979 hasConceptScore W4239659979C38815200 @default.
- W4239659979 hasConceptScore W4239659979C542102704 @default.
- W4239659979 hasConceptScore W4239659979C55527203 @default.
- W4239659979 hasConceptScore W4239659979C82279013 @default.
- W4239659979 hasConceptScore W4239659979C89715816 @default.
- W4239659979 hasIssue "4" @default.
- W4239659979 hasLocation W42396599791 @default.
- W4239659979 hasOpenAccess W4239659979 @default.
- W4239659979 hasPrimaryLocation W42396599791 @default.
- W4239659979 hasRelatedWork W2313521663 @default.
- W4239659979 hasRelatedWork W2562507882 @default.
- W4239659979 hasRelatedWork W2579914622 @default.
- W4239659979 hasRelatedWork W3016946755 @default.
- W4239659979 hasRelatedWork W3124241748 @default.
- W4239659979 hasRelatedWork W3153055295 @default.
- W4239659979 hasRelatedWork W3208329034 @default.
- W4239659979 hasRelatedWork W3208515197 @default.
- W4239659979 hasRelatedWork W3210822565 @default.
- W4239659979 hasRelatedWork W4239659979 @default.
- W4239659979 hasVolume "22" @default.
- W4239659979 isParatext "false" @default.
- W4239659979 isRetracted "false" @default.
- W4239659979 workType "article" @default.