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Time-scale relationship between securitized real estate and local stock markets: some wavelet evidence

Liow, K H, Zhou, X, Li, Qiang and Huang, Y 2019, Time-scale relationship between securitized real estate and local stock markets: some wavelet evidence, Journal of risk and financial management, vol. 12, no. 1, pp. 1-23, doi: 10.3390/jrfm12010016.

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Title Time-scale relationship between securitized real estate and local stock markets: some wavelet 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 risk and financial management
Volume number 12
Issue number 1
Article ID 16
Start page 1
End page 23
Total pages 23
Publisher MDPI
Place of publication Basel, Switzerland
Publication date 2019-01
ISSN 1911-8066
1911-8074
Keyword(s) ASIA-PACIFIC
Business & Economics
Business, Finance
CO-MOVEMENT
contagion
EQUITY MARKETS
INTEGRATION
multiresolution analysis
OIL
RETURNS
rolling wavelet correlation
securitized real estate and local stock markets
Social Sciences
TRANSMISSION
US
VOLATILITY
wavelet coherence and phase difference
Language eng
DOI 10.3390/jrfm12010016
Indigenous content off
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30142007

Document type: Journal Article
Collections: Faculty of Business and Law
Open Access Collection
Department of Finance
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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.