The relationship of price on equity REITs and Macroeconomic variables in US and Japan

碩士 === 大葉大學 === 國際企業管理學系碩士班 === 97 === The main purpose of this study is to explore the relationship between REIT price and Macroeconomic variables in United States and Japan. Examining the causality between REIT price and macroeconomic variables in United States and Japan, respectively; To investig...

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Main Authors:	Dao Thi Hong Ha, 陶紅河
Other Authors:	Mei Ling Chen
Format:	Others
Language:	en_US
Published:	2009
Online Access:	http://ndltd.ncl.edu.tw/handle/51983145095773421109

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spelling	ndltd-TW-097DYU003210092016-05-06T04:11:13Z http://ndltd.ncl.edu.tw/handle/51983145095773421109 The relationship of price on equity REITs and Macroeconomic variables in US and Japan 美日不動產資產證券化價格與總體經濟變數之關聯分析 Dao Thi Hong Ha 陶紅河碩士大葉大學國際企業管理學系碩士班 97 The main purpose of this study is to explore the relationship between REIT price and Macroeconomic variables in United States and Japan. Examining the causality between REIT price and macroeconomic variables in United States and Japan, respectively; To investigate the long-run and short relationship between REIT price and macroeconomic variables in United States and Japan, respectively; after that we will employ GJR GARCH, understanding the conditions of volatility and effects of information transmission between US and Japan REIT price, and determining whether there exist spillover effect between United States and Japan REIT market Mei Ling Chen 陳美玲 2009 學位論文 ; thesis 69 en_US
collection	NDLTD
language	en_US
format	Others
sources	NDLTD
description	碩士 === 大葉大學 === 國際企業管理學系碩士班 === 97 === The main purpose of this study is to explore the relationship between REIT price and Macroeconomic variables in United States and Japan. Examining the causality between REIT price and macroeconomic variables in United States and Japan, respectively; To investigate the long-run and short relationship between REIT price and macroeconomic variables in United States and Japan, respectively; after that we will employ GJR GARCH, understanding the conditions of volatility and effects of information transmission between US and Japan REIT price, and determining whether there exist spillover effect between United States and Japan REIT market
author2	Mei Ling Chen
author_facet	Mei Ling Chen Dao Thi Hong Ha 陶紅河
author	Dao Thi Hong Ha 陶紅河
spellingShingle	Dao Thi Hong Ha 陶紅河 The relationship of price on equity REITs and Macroeconomic variables in US and Japan
author_sort	Dao Thi Hong Ha
title	The relationship of price on equity REITs and Macroeconomic variables in US and Japan
title_short	The relationship of price on equity REITs and Macroeconomic variables in US and Japan
title_full	The relationship of price on equity REITs and Macroeconomic variables in US and Japan
title_fullStr	The relationship of price on equity REITs and Macroeconomic variables in US and Japan
title_full_unstemmed	The relationship of price on equity REITs and Macroeconomic variables in US and Japan
title_sort	relationship of price on equity reits and macroeconomic variables in us and japan
publishDate	2009
url	http://ndltd.ncl.edu.tw/handle/51983145095773421109
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The relationship of price on equity REITs and Macroeconomic variables in US and Japan

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