Correlation dynamics and determinants in international securitized real estate markets KH Liow, X Zhou, Q Ye Real Estate Economics 43 (3), 537-585, 2015 | 38 | 2015 |
Switching regime beta analysis of global financial crisis: Evidence from international public real estate markets KH Liow, Q Ye Journal of Real Estate Research 39 (1), 127-164, 2017 | 20 | 2017 |
Volatility causality and contagion in international securitized real estate markets: Evidence from Markov-switching analysis KH Liow, Q Ye Journal of European Real Estate Research 11 (2), 244-168, 2018 | 9 | 2018 |
Switching volatility and cross-market linkages in public property markets KH Liow, Q Ye Journal of Property Research 31 (4), 287-314, 2014 | 9 | 2014 |
Regime dependent volatilities and correlation in international securitized real estate markets KH Liow, Q Ye Empirica 45, 457-487, 2018 | 8 | 2018 |
Regime-dependent linkages between securitized real estate market and major financial markets: some international evidence KH Liow, Q Ye Pacific Rim Property Research Journal 24 (3), 225-247, 2018 | 6 | 2018 |
Dynamics of Economic Globalization and Capital Market Integration: Evidence from Greater China and International Linkage” s KH Liow, Q Ye IRES Working Paper Series, 2012 | 2 | 2012 |
Asymmetric response of securitized real estate return and volatility to macroeconomic factors under switching regimes KH Liow, Q Ye IRES Working Paper Series, 2016 | 1 | 2016 |
Voltility regime shifts in international public property markets Q Ye, KH Liow IRES Working Paper Series, 2014 | 1 | 2014 |
VOLATILITY REGIME SWITCHING AND DYNAMIC RELATIONSHIP AMONG PUBLIC REAL ESTATE MARKETS YE QING | | 2015 |
Dynamic Relationships Between Economic Globalisation and Cross-Public Property Market Correlations L Kim Hiang, Y Qing Pacific Rim Property Research Journal 20 (2), 93-118, 2014 | | 2014 |
Switching Volatility and Dynamic Linkages among International Real Estate Securities Markets KH LIOW, YE Qing | | 2012 |