Evidence of cross-asset contagion in Asia-Pacific REIT markets

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 105 === This study examines the evidence of cross-asset contagion among REIT, stock, bond, currency and money markets in the Asia Pacific during the period from 2006 to 2016, which covers the subprime crisis, European sovereign debt crisis and the tapering of quantita...

Full description

Bibliographic Details
Main Authors: Chiu-Wen - Huang, 黃秋文
Other Authors: Guang-Di Chang
Format: Others
Language:en_US
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/97413156626087263434