Comovement of greater China real estate markets: Some time scale evidence

Liow, K.H., Zhou, X., Li, Qiang and Huang, Y. 2019, Comovement of greater China real estate markets: Some time scale evidence, Journal of Real Estate Research, vol. 41, no. 3, pp. 473-512, doi: 10.22300/0896-5803.41.3.473.

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Title Comovement of greater China real estate markets: Some time scale evidence
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 Real Estate Research
Volume number 41
Issue number 3
Start page 473
End page 512
Total pages 41
Publisher Taylor & Francis
Place of publication London, Eng.
Publication date 2019
ISSN 0896-5803
Keyword(s) wavelet coherence
wavelet correlation
wavelet multiple correlation
time-scale co-movement
Greater China securitized real estate markets
portfolio diversification
Social Sciences
Business, Finance
Economics
Business & Economics
STOCK MARKETS
WAVELET TRANSFORM
EQUITY MARKETS
VOLATILITY
DYNAMICS
TRANSMISSION
RETURNS
INTERDEPENDENCE
INTEGRATION
MOVEMENTS
Language eng
DOI 10.22300/0896-5803.41.3.473
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:30142006

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