Volatility spillover effect of pan-asia’s property portfolio markets

• المؤلفون الرئيسيون: Mata, M. N., Razali, M. N., Bentes, S. R., Vieira, I.
• التنسيق: مقال
• اللغة: English
• منشور في: MDPI AG 2021
• الموضوعات: G154.9-155.8 Travel and state. Tourism
• الوصول للمادة أونلاين: http://eprints.utm.my/id/eprint/94507/1/MuhammadNajibRazali2021_VolatilitySpilloverEffectofPanAsia.pdf; http://eprints.utm.my/id/eprint/94507/; http://dx.doi.org/10.3390/math9121418

This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong. The impact of market integration will create a spillover effect to the countr...