Volatility dynamics of Malaysian listed property companies within the Asian public property markets by using a switching regime approach

Purpose: This paper aims to examine the dynamic of volatility of Malaysian listed property companies within pan-Asian public property markets based on different volatility perspective over the past 18 years, especially during the global financial crisis (GFC). Design/methodology/approach: This study...

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Bibliographic Details
Main Authors: Zekri, M. M., Razali, M. N.
Format: Article
Published: Emerald Group Publishing Ltd. 2019
Subjects: