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Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence
- Kim Hiang Liow,
- Xiaoxia Zhou,
- Qiang Li and
- Yuting Huang
This study revisits the relationship between securitized real estate and local stock markets by focusing on their time-scale co-movement and contagion dynamics across five developed countries. Since securitized real estate market is an important capi...