A Study on the Linkage among Stock, Bond and REIT Returns in Pre-and Post-Financial Crisis Periods
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 101 === Understanding the relationship among stock, bond and REITs returns is very important to practicing portfolio manager. Vector autoregressive model and generalized impulse response function are employed in this study to dynamic interdependence among the stock, b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29112640727933992976 |