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Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises
Erol, Ümit; Yüksel, Sadettin Aydın; Yüksel, Aslı; Öztürk, Hakkı (Inderscience Publishers, 2020-06-03)This paper analyses the cointegration relationship between the REIT and stock markets of ten developed countries during the 2005-2013 period, which is characterised by the global financial and the European debt crises. ...