Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies

Liow, KimHiang, Zhou, Xiaoxia, Li, Qiang and Huang, Yuting 2019, Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies, Journal of property investment and finance, vol. 37, no. 1, pp. 92-117, doi: 10.1108/JPIF-07-2018-0048.

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Title Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies
Author(s) Liow, KimHiang
Zhou, Xiaoxia
Li, QiangORCID iD for Li, Qiang orcid.org/0000-0002-2678-4515
Huang, Yuting
Journal name Journal of property investment and finance
Volume number 37
Issue number 1
Start page 92
End page 117
Total pages 26
Publisher Emerald
Place of publication Bingley, Eng.
Publication date 2019
ISSN 1463-578X
Keyword(s) Non-linear Granger causality test
US and Asian-Pacific securitized real estate markets
Dynamic integration
Return and volatility connectivity
Time-frequency domain
Wavelet decomposition
Language eng
DOI 10.1108/JPIF-07-2018-0048
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
1504 Commercial Services
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30140512

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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