REITs Performance and Macroeconomic Factors: A Stochastic Dominance Approach
碩士 === 國立中央大學 === 產業經濟研究所 === 95 === This paper employs the stochastic dominance tests based on Barret and Donald (2003) to examine whether REITs have better performance than stocks under different macroeconomic conditions. We use monthly returns of FTSE NAREIT US Real Estate Index Series and S&...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33792950038688768051 |