Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets

Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets

This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integration will create a spillover effect to the countr...

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Bibliographic Details
Main Authors: Mário Nuno Mata, Muhammad Najib Razali, Sónia R. Bentes, Isabel Vieira
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Mathematics
Subjects:
volatility
spillovers
Asia
property
portfolio
effect
Online Access:https://www.mdpi.com/2227-7390/9/12/1418

Internet

https://www.mdpi.com/2227-7390/9/12/1418

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