Using extensive and comprehensive databases to select a subset of research papers, we
aim to critically analyze previous empirical studies to identify certain patterns in determining …

This paper aims to investigate whether oil volatility risks could diffuse through the linkage of
industry returns and even further contribute to global crisis throughout the stock market. To …

This study focuses on the possibility of higher risk in commercial real estate markets due to
the “linked ownership” network, which is measured by the common holdings of properties in …

This paper investigates volatility transmission in the UK REIT market. It considers how REIT
volatility is related to implied volatility in both the overall stock market as well as that derived …

The long and continuing coal-dominated energy structure in China makes it important to
investigate the impact of coal price shocks on China's financial markets. This study identifies …

本文以中国股市28 个一级行业为研究样本, 利用分位数关联方法量化各一级行业间的金融互联
程度, 进一步结合空间自回归模型, 将比特币价格波动对中国股市造成的风险冲击分解为直接 …

We test for return co-movements among international commercial real estate markets. Our
spatial econometric model estimates the market exposure to the performance of a reference …

Purpose The purpose of this paper is to examine information and volatility linkages among
real estate, equity, bond and money markets in Australia. Design/methodology/approach A …

The long and continuing coal-dominated energy structure in China makes it important to
investigate the impact of coal price shocks on China's financial markets. This study identifies …

ESSAYS ON EMPIRICAL ASSET PRICING MODELS By SOMAYEH AHMADI A dissertation
submitted to the Graduate Faculty in Economics in part Page 1 ESSAYS ON EMPIRICAL ASSET …