The dynamic linkage among the Asian REITS market
This paper investigates the long-run relationship and short-term linkage among the Asian REIT markets before, during and after global financial crisis through the combination of Johansen Cointegration Test and Granger Causality Test. The results indicate that the existence of cross-border diversific...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
University of Western Sydney
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/58914/ http://eprints.utm.my/58914/ http://eprints.utm.my/58914/ |
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