Contagion effect of real estate investment trust under extreme returns-Evidence from Asia and US
碩士 === 國立臺北大學 === 統計學系 === 102 === This article observe the Real Estate Investment Trust in five countries（Taiwan, Japan, Singapore , Hong Kong, America）. To discuss the REITs market’s CoVaR and a contagion effect when extreme events occur. First, we use Historical simulation approach to estimate th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/345ngm |