Natural disasters and volatility spillovers in REITs markets: Evidence from Asia-Pacific countries
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 102 === This paper examines how nature disasters affect the transmission of return and volatility among REITs markets of the US and other five Asia-Pacific countries. We use the Granger Causality and multivariate GARCH analysis to investigate whether there are volatil...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/d8b3mt |