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

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...

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Bibliographic Details
Main Authors: Mata, M. N., Razali, M. N., Bentes, S. R., Vieira, I.
Format: Article
Language:English
Published: MDPI AG 2021
Subjects:
Online Access: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
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