TY - GEN 
AU - Gomez Gonzalez, Jose E.
AU - Hirs Garzon, Jorge
PY - 6
SN - 1083-5547
UR - http://hdl.handle.net/10818/52155
AB - We study spillovers between REITs and stock markets in a global context.
We compute both directional and net spillover indexes in a global and
dynamic setting. We use LASSO methods to include many markets in our
analysis. Our findings indicate that...
AB - Estudiamos los efectos indirectos entre los REIT y los mercados bursatiles en un contexto global.
Calculamos los indices de desbordamiento direccional y neto de forma global y
configuracion dinamica. Usamos metodos LASSO para incluir muchos mercados...
LA - eng
PB - Journal of Real Estate Portfolio Management
KW - Spillovers
KW - Market connectedness
KW - REITs markets
KW - Stock markets
KW - LASSO methods
TI - Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
DO - 10.1080/10835547.2021.1981569
ER -