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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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 |
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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
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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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