Lin Mi

University of Queensland

St Lucia

Brisbane, Queensland 4072

Australia

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Real Estate's Information and Volatility Links with Stock, Bond and Money Markets

Accounting & Finance, Vol. 58, pp. 465-491, 2018
Number of pages: 27 Posted: 23 Oct 2018
Lin Mi and Allan Hodgson
University of Queensland and University of Queensland - Faculty of Business, Economics and Law
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Abstract:

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Real Estate Investment Trusts, Information linkage, Volatility linkage, Implied volatility, Stochastic volatility