Volatility spillovers, comovements and contagion in securitized real estate markets

Hoesli, Martin E.; Reka, Kustrim

doi:10.1007/s11146-011-9346-8

Scientific article

English

Volatility spillovers, comovements and contagion in securitized real estate markets

ContributorsHoesli, Martin E.; Reka, Kustrim

Published inJournal of real estate finance and economics, vol. 47, p. 1-35

Collection

Open Access - Licence nationale Springer

Publication date2013

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

HOESLI, Martin E., REKA, Kustrim. Volatility spillovers, comovements and contagion in securitized real estate markets. In: Journal of real estate finance and economics, 2013, vol. 47, p. 1–35. doi: 10.1007/s11146-011-9346-8

Article (Published version)

OA NATIONAL

Identifiers

PID : unige:36573
DOI : 10.1007/s11146-011-9346-8

Journal ISSN0895-5638

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Creation05/09/2014 9:52:00 AM

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Volatility spillovers, comovements and contagion in securitized real estate markets

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