How does South Africa's real estate investment trusts integrate with major global REITs markets? A time-frequency approach
We contribute to the literature on the integration of stock markets by examining the linkages between South African REIT (SA REIT) and 10 of the world's most developed REITs, from Europe, Asia, North America, and Oceania. Patterns of market co-movement are analysed using the wavelet coherence m...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-11-01
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| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2468227621002970 |