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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| Main Authors: | , |
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| Format: | Article |
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Emerald Group Publishing Ltd.
2019
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/89642/ http://www.dx.doi.org/10.1108/JFMPC-03-2019-0026 |
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