FRACTIONAL COINTEGRATION RELATIONSHIPS BETWEEN THE POLISH, THE AUSTRIAN AND THE USA DIRECT PROPERTY MARKETS, SECURITIZED PROPERTY MARKETS AND STOCK MARKETS PRICE INDICES
The main objective of this article is to present the results of the own research, which aim was to fulfill the literature gap in the scope of the existence of the domestic and the international fractional cointegration relationships between the domestic direct property markets, the securitized prope...
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| Format: | Article |
| Language: | English |
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University of Gdansk
2016-04-01
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| Series: | Contemporary Economy |
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| Online Access: | http://www.wspolczesnagospodarka.pl/?p=1140 |