Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/1293
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dc.contributor.authorWilson, P.-
dc.contributor.authorZurbrugg, R.-
dc.date.issued2004-
dc.identifier.citationJournal of Property Investment and Finance, 2004; 22(5):401-413-
dc.identifier.issn1463-578X-
dc.identifier.urihttp://hdl.handle.net/2440/1293-
dc.description© Emerald Group Publishing Limited-
dc.description.abstractThis paper examines whether there was contagion from the Thai securitised real estate market to four other prominent Asia-Pacific property markets. Based on Forbes and Rigobon's methodology for calculating conditional and unconditional correlations, analysis shows that there was some contagion effect from Thailand to Hong Kong and Singapore during the period between early July and late October 1997. However, if the period includes the stock market crisis of late October 1997, there is little evidence for real estate market contagion, as it would seem that the impact of the equity markets were more relevant thereafter, in affecting other financial markets than the property markets themselves.-
dc.description.statementofresponsibilityPatrick Wilson and Ralf Zurbruegg-
dc.language.isoen-
dc.publisherEmerald Group Publishing Limited-
dc.source.urihttp://dx.doi.org/10.1108/14635780410556889-
dc.subjectProperty management-
dc.subjectReal estate-
dc.subjectSouth East Asia-
dc.titleContagion or interdependence? Evidence from comovements in Asia-Pacific securitised real estate markets during the 1997 crisis-
dc.typeJournal article-
dc.identifier.doi10.1108/14635780410556889-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 7
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