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Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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  11. Dependence dynamics of US REITs. (2022). Shahzad, Syed Jawad Hussain ; Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000928.

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  12. Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR‐copula method. (2021). Cao, Yufei.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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  13. The downside risk of mutual funds: Does the quality of corporate governance matter? Empirical evidence from Pakistan. (2021). Maqbool, Zahid ; Ishfaq, Muhammad ; Naveed, Farrukh.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00230-4.

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  14. Spillovers of Non-Fundamental Risks: The Tale of Two Securitized Real Estate Markets. (2021). Wang, Long ; Sing, Tien Foo.
    In: International Real Estate Review.
    RePEc:ire:issued:v:24:n:02:2021:p:185-220.

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  15. Diversification Benefits of European REIT, Equities and Bonds. (2021). Badji, Cherif Famara ; Guimaraes, Renato ; Benetti, Cristiane.
    In: Post-Print.
    RePEc:hal:journl:hal-03592183.

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  16. Diversification Benefits of European REIT, Equities and Bonds. (2021). Guimaraes, Renato ; Benetti, Cristiane ; Badji, Cherif Famara.
    In: New Challenges in Accounting and Finance.
    RePEc:bco:ncafaa::v:6:y:2021:p:31-49.

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  17. Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach. (2020). Wang, Long ; Sing, Tien Foo ; Chiang, Ming-Chu.
    In: Journal of Real Estate Research.
    RePEc:taf:rjerxx:v:42:y:2020:i:4:p:552-571.

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  18. The Pricing of Spatial Linkages in Companies’ Underlying Assets. (2020). Milcheva, Stanimira ; Zhu, Bing.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9666-z.

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  19. Risk and risk management of spillover effects: Evidence from the literature. (2020). Eckert, Christian.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:23:y:2020:i:1:p:75-104.

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  20. The Impact of Geographic and Cultural Dispersion on Information Opacity. (2019). Seiler, Michael ; Sheng, Hainan ; Cashman, George D ; Harrison, David M.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:2:d:10.1007_s11146-017-9607-2.

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  21. Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Rodriguez, Rosa ; Malagon, Juliana ; Moreno, David.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

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  22. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Hammoudeh, Shawkat ; Toparli, Elif Akay.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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  23. The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis. (2015). Gerlach, Richard ; Zurbruegg, Ralf ; Obaydin, Ivan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:207-219.

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  24. Introduction to the Special Issue. (2015). Ong, Seow Eng ; Ambrose, Brent ; Case, Brad.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:43:y:2015:i:1:p:1-7.

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