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Applied Economics Letters Volume 25, 2018 - Issue 2
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Article

Asymmetric downside and upside co-movements between stock and REIT markets

Kuang-Liang ChangDepartment of Applied Economics, National Chiayi University, Chiayi City, Taiwan (R.O.C.)Correspondence[email protected]
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Pages 78-82 | Published online: 03 Mar 2017

References

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  • Markwat, T., E. Kole, and D. van Dijk. 2009. Time Variation in Asset Return Dependence: Strength or Structure? ERIM Report Series Research in Management, Reference No. ERS-2009-052-F&A. doi:10.2139/ssrn.1460648.
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