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Research Article
Volatility Transmission: Evidence from U.K. REIT & Stock Market Implied Volatility
Mutale Katyokaa School of Architecture and Environment, University of the West of England, Bristol, United KingdomCorrespondence[email protected]
& Simon Stevensonb E.V. Williams Center for Real Estate, Department of Finance, Strome College of Business, Old Dominion University, Norfolk, VA, US
https://orcid.org/0000-0001-7090-5938
Pages 20-35
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Received 12 Aug 2022, Accepted 28 Jun 2023, Published online: 09 Aug 2023
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