Working Paper Series CO-MOVEMENTS AND CORRELATIONS ACROSS ASIAN SECURITIZED REAL ESTATE AND STOCK MARKETS

@inproceedings{LIOW2010WorkingPS,
  title={Working Paper Series CO-MOVEMENTS AND CORRELATIONS ACROSS ASIAN SECURITIZED REAL ESTATE AND STOCK MARKETS},
  author={Kim Hiang LIOW},
  year={2010}
}
  • Kim Hiang LIOW
  • Published 2010
This research examines time-varying real estate-stock conditional correlation dynamics at the local, regional, and global levels as well as the general co-movements among the three types of correlations and their relative (real estate/stock) volatilities for a sample of eight Asian and two non-Asian securitized real estate markets during 1995-2008. We find real estate-stock correlations at the three levels do not display significant upward trending behavior. There is evidence of the existence… CONTINUE READING
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