Granger Causality in Risk across Direct Real Estate, REITs and Stock Markets.
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This paper studies the Granger causality in risk between the direct real estate market, the REITs market and the stock market. Understanding the direction of risk transmission can help to predict the risk in advance and avoid losses of investments in these ma...
| 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/03513683141216078980 |