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

• 主要な著者: Zekri, M. M., Razali, M. N.
• フォーマット: 論文
• 出版事項: Emerald Group Publishing Ltd. 2019
• 主題: HT Communities. Classes. Races
• オンライン･アクセス: http://eprints.utm.my/id/eprint/89642/; http://www.dx.doi.org/10.1108/JFMPC-03-2019-0026

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...