International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk
نویسندگان
چکیده
منابع مشابه
Do securitized real estate markets jump? International evidence ¬リニ
Article history: Received 14 February 2014 Accepted 2 November 2014 Available online 8 November 2014 We apply a jump GARCH model to daily returns of the ten largest international securitized real estatemarkets and investigate the sources of large price changes. We document, for the first time, evidence for jump dynamics across major international securitized real estate markets. Large price jum...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1763268