Is Japan REIT a New Financial Commodity?
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 102 === This paper attempt to investigate that whether the J-REIT introduced a new kind of systematic risk to Japan’s financial market. We use the multi-factor latent-variable model to help us test the systematic risk of excess return between TOPIX index and J-REIT...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30114102243233152546 |