The Integration between Singapore REITs and Stock

碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 105 === This thesis attempts to investigate whether Singapore financial markets exist only one systematic risk factor between Singapore’s stock market and Singapore REITs (S-REITs). Iuse the multi-factor latent-variable model to test the systematic risk of excess r...

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Bibliographic Details
Main Authors: KAO,HSIAO-TZU, 高孝慈
Other Authors: Lee,Ahyee
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/jdt662