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Keywords: European real estate securities markets
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Journal Articles
Journal of European Real Estate Research (2013) 6 (2): 117–138.
Published: 02 August 2013
...” in transmitting the conditional volatilities to other markets in the European region. Originality/value This is the first paper to examine whether each of the sample European real estate securities markets has influenced or has been more influenced by others from the conditional volatility spillover...
