Ming-Chu Chiang

Kun Shan University of Technology

949, Da Wan Road

Tainan Hsien 710

Taiwan

SCHOLARLY PAPERS

2

DOWNLOADS

57

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

Spillover Risks in REITs and Other Asset Markets

Number of pages: 34 Posted: 24 Apr 2015
Ming-Chu Chiang, Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Science and Technology - Department of Finance
Downloads 57 (454,519)
Citation 1

Abstract:

Loading...

Systematic risk, total return spillovers, net return spillovers, own return spillovers, asset returns, REITs, stock, real estate

Spillover Risks in REITs and Other Asset Markets

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 03 Apr 2017
Ming-Chu Chiang, Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Science and Technology - Department of Finance

Abstract:

Loading...

Systematic Risk; Total Return Spillovers; Net Return Spillovers; Own Return-Spillovers; Asset Returns; REITs; Stock; Real Estate

2.

The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model

Journal of Real Estate Finance and Economics, Vol. 45, No. 4, 2012
Posted: 19 Dec 2012
I-Chun Tsai, Chengā€Feng Lee and Ming-Chu Chiang
Independent, National Kaohsiung University of Applied Sciences and Kun Shan University of Technology

Abstract:

Loading...

Housing Price Index, Stock Market Index, wealth effect, momentum-threshold, autoregressive, cointegration