On the global integration of REITs market returns: A multiresolution analysis

On the global integration of REITs market returns: A multiresolution analysis

This paper explores dynamic correlation and interdependence of five global REIT markets using multivariate wavelet methods. United States, Hong Kong, Belgium, South Africa and Australia’s daily REITs returns are used as proxies for North America, Asia, Europe, Africa and the Oceania continents, resp...

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Bibliographic Details
Main Authors: Kola Ijasan, George Tweneboah, Maurice Omane-Adjepong, Peterson Owusu Junior
Format: Article
Language:English
Published: Taylor & Francis Group 2019-01-01
Series:Cogent Economics & Finance
Subjects:
global reits
multiresolution analysis
modwt
scale
diversification
Online Access:http://dx.doi.org/10.1080/23322039.2019.1690211

Internet

http://dx.doi.org/10.1080/23322039.2019.1690211

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