Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets

By Martin Hoesli, K. Reka. Journal of real estate finance and economics, 2011

133 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/791a1e7e0e931817ae4a079a49fa95e1e0e354d9

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In Economics and Econometrics

1. Yuting Huang
2. K. Liow
3. Wen-Chi Liao

Citations in the corpus

• Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty (2018, background): “Although REITs may not be included in the financial stress indices, there are volatility spillover studies that consider REITS, such as: Payne and Mohammadi (2004); Stevenson (2002); Ambrose et al. 2007; Hoesli and Reka (2013); Lin (2013).”