Diversification Power of Real Estate Market Securities : The Role of Financial Crisis and Dividend Policy

Ilbasmis, MetinGronwald, MarcZhao, Yuan Yuan2018-06-292018-06-292018-05-05Ilbasmis, M, Gronwald, M & Zhao, Y Y 2018 'Diversification Power of Real Estate Market Securities : The Role of Financial Crisis and Dividend Policy' Discussion Paper in Economics, no. 4, vol. 18, University of Aberdeen: Business School.0143-4543http://hdl.handle.net/2164/10680461161197engREITsEquityCorrelationsDCC-GARCHDeterministic TrendDividend PolicyHB Economic TheoryEconomics, Econometrics and Finance (miscellaneous)HBDiversification Power of Real Estate Market Securities : The Role of Financial Crisis and Dividend PolicyWorking or discussion paper184