Work

Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets

Year: 2006

Type: article

Source: Real Estate Economics

DOI: 10.1111/j.1540-6229.2006.00161.x

Authors: David Michayluk, Patrick J. Wilson, Ralf Zurbruegg

Institutions: University of Technology Sydney, The University of Adelaide

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990928740

FWCI: 10.77

Cites: 44

Cited by: 98

Related to: 10