Volatility transmission between REITs and three other financial assets in the EU
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 103 === This study examines the volatility transmission from returns of three other asset classes, namely, equities, bonds and currencies to European listed REITs returns. We utilize the generalized autoregressive conditional heteroscedasticity (GARCH), exponential ge...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/94487650206714893853 |