949, Da Wan Road
Tainan Hsien 710
Taiwan
Kun Shan University of Technology
Systematic risk, total return spillovers, net return spillovers, own return spillovers, asset returns, REITs, stock, real estate
Systematic Risk; Total Return Spillovers; Net Return Spillovers; Own Return-Spillovers; Asset Returns; REITs; Stock; Real Estate
Housing Price Index, Stock Market Index, wealth effect, momentum-threshold, autoregressive, cointegration