Work

Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets

Year: 2010

Type: article

Source: The Journal of Real Estate Finance and Economics

DOI: 10.1007/s11146-010-9265-0

Authors: Jian Yang, Yinggang Zhou, Wai Kin Leung

Institutions: Sun Yat-sen University, Lingnan University, University of Colorado Denver, Chinese University of Hong Kong, Xiamen University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2011637463

FWCI: 8.882

Cites: 42

Cited by: 107

Related to: 10