Work

Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis

Year: 2012

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-012-0274-3

Authors: Chiuling Lu, Yiuman Tse, Michael Williams

Institutions: National Taiwan University, University of Missouri–St. Louis, Governors State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

OpenAlex ID: W1987583191

FWCI: 4.786

Cites: 33

Cited by: 31

Related to: 10