Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies

Liow, K.H., Zhou, X., Li, Qiang and Huang, Y. 2019, Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies, Journal of Property Research, vol. 36, no. 1, pp. 27-58, doi: 10.1080/09599916.2019.1568283.

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Title Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies
Author(s) Liow, K.H.
Zhou, X.
Li, QiangORCID iD for Li, Qiang orcid.org/0000-0002-2678-4515
Huang, Y.
Journal name Journal of Property Research
Volume number 36
Issue number 1
Start page 27
End page 58
Total pages 33
Publisher Taylor & Francis
Place of publication London, Eng.
Publication date 2019
ISSN 0959-9916
1466-4453
Keyword(s) Social Sciences
Urban Studies
Wavelet coherence
partial/multiple coherence
percentage of total volume
macroeconomic factors
Asian-Pacific and the US securitised real estate markets
RETURNS
VOLATILITY
COMOVEMENT
INTEGRATION
PROPERTY
DYNAMICS
WAVELETS
Language eng
DOI 10.1080/09599916.2019.1568283
Indigenous content off
Field of Research 1402 Applied Economics
1502 Banking, Finance and Investment
1504 Commercial Services
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30142005

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