Discrete Volatilities of Listed Real Estate Funds

A Gosebo, D Makhalemele, Z Simelane - Advances in Econometrics …, 2022 - Springer
The purpose of this article is to examine hedging strategies of South African real estate
investment trusts using discrete volatility models. Prior studies have illustrated volatility …

[HTML][HTML] The Liquidity Analysis Of Asian Real Estate Investment Trust (Reits)

NEA Mohamad, NM Saad… - … of Social and … - europeanproceedings.com
The emerged of REITs offered the investors an alternative liquid exposure to income-
generating real estate investment. This publicly traded REITs liquidity was induced by its …

Co-movement and the transmission of the Japanese REIT market in different property sectors: a comparative analysis of different monetary policy regimes

T Ito - International Journal of Bonds and Derivatives, 2018 - inderscienceonline.com
Three REIT markets in different property sectors do not co-move before the introduction of
aggressive monetary policies in Japan. REIT market was sluggish after the impacts of the …