Linkages between office markets in Europe: a volatility spillover perspective
Linkages between office markets in Europe: a volatility spillover perspective
About this item
Full title
Author / Creator
Publisher
Bradford: Emerald Publishing Limited
Journal title
Language
English
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Publisher
Bradford: Emerald Publishing Limited
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Scope and Contents
Contents
Purpose
Using a data set comprising 16 European office markets provided by the DTZ Research Institute from Q1 2003 to Q4 2013, the purpose of this paper is to measure the strength of the unconditional transmission of volatility in the returns to direct property between 16 European office markets with the objective of determining the degree of un...
Alternative Titles
Full title
Linkages between office markets in Europe: a volatility spillover perspective
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_crossref_citationtrail_10_1108_JPIF_02_2016_0010
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_citationtrail_10_1108_JPIF_02_2016_0010
Other Identifiers
ISSN
1463-578X
E-ISSN
1470-2002
DOI
10.1108/JPIF-02-2016-0010
